+294.9%
SCHW vs USO
+86.2%
+208.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.2% |
| 7D | -1.9% | +9.1% | -11.0% | -3.2% |
| 30D | -1.6% | +21.7% | -23.3% | -4.6% |
| 3M | +21.3% | +20.2% | +1.0% | +17.2% |
| 6M | +16.5% | +43.4% | -26.9% | +8.0% |
| YTD | +8.4% | +124.0% | -115.6% | -7.6% |
| 1Y | +15.6% | +112.2% | -96.6% | -0.7% |
| 3Y | +86.8% | +97.7% | -10.8% | +59.8% |
| 5Y | +60.5% | +217.4% | -156.9% | +19.5% |
| All | +294.9% | +86.2% | +208.7% | +236.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 10y: compounded portfolio wealth divided by compounded USO 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…
10y analysis · Full analysis span regression · 6 months rolling