It's possible to have both privilege and oppression but because you don't know how to look at anything in other than a zero-sum context, that's hard to grapple with. I suggest you read this for a more nuanced approach:
Importantly, privilege, like oppression, is intersectional. Intersectionality refers to the ways aspects of identity intersect to create specific experiences, needs, privileges, and oppressions. This means that one person can experience both privilege and oppression (for example, they may experience racial privilege for being white, but class oppression for being working class). Privilege and oppression can also intersect with one another to create unique experiences of a specific aspect of their identity. For example, a trans woman who is very affluent has a very different experience of transphobia and cissexism than a transwoman who is very poor. She would, for instance, have better access to resources, medical care, and a safe place to live compared to a transwoman who is working class. While both women experience oppression for being trans, their experiences of that oppression are very different due to the presence or absence of class privilege.” (1)