+14.8%
USOI vs SPY
+269.6%
-254.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +1.9% | -0.4% | +2.3% | +2.1% |
| 30D | +8.4% | -1.4% | +9.7% | +9.0% |
| 3M | +1.6% | +3.7% | -2.1% | -0.3% |
| 6M | +23.9% | +13.0% | +10.9% | +16.3% |
| YTD | +45.6% | +12.4% | +33.2% | +37.0% |
| 1Y | +42.4% | +18.5% | +23.9% | +30.4% |
| 3Y | +36.5% | +77.6% | -41.1% | +0.5% |
| 5Y | +101.9% | +81.7% | +20.2% | +45.0% |
| All | +14.8% | +269.6% | -254.8% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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