-73.2%
USO vs SPYG
+1,105.6%
-1,178.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.1% |
| 7D | +3.6% | +1.2% | +2.4% | +2.9% |
| 30D | +23.8% | -1.6% | +25.3% | +24.7% |
| 3M | +8.1% | +3.4% | +4.7% | +5.2% |
| 6M | +34.3% | +18.9% | +15.4% | +18.9% |
| YTD | +111.1% | +13.8% | +97.4% | +91.3% |
| 1Y | +99.9% | +20.6% | +79.3% | +74.6% |
| 3Y | +86.5% | +100.5% | -14.0% | +15.5% |
| 5Y | +200.5% | +84.6% | +115.9% | +88.9% |
| 10Y | +66.5% | +410.8% | -344.3% | -51.5% |
| All | -73.2% | +1,105.6% | -1,178.8% | -96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPYG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling