-73.2%
USO vs WY
+66.8%
-140.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.3% | +3.3% |
| 7D | +3.6% | -2.1% | +5.6% | +4.1% |
| 30D | +23.8% | -10.5% | +34.3% | +27.4% |
| 3M | +8.1% | -4.9% | +12.9% | +8.8% |
| 6M | +34.3% | -4.9% | +39.2% | +34.2% |
| YTD | +111.1% | -1.7% | +112.8% | +108.4% |
| 1Y | +99.9% | -9.4% | +109.3% | +101.5% |
| 3Y | +86.5% | -22.3% | +108.8% | +92.6% |
| 5Y | +200.5% | -20.5% | +221.1% | +201.2% |
| 10Y | +66.5% | +4.9% | +61.6% | +43.2% |
| All | -73.2% | +66.8% | -140.0% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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