-17.3%
SLB vs USO
+75.1%
-92.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.5% |
| 7D | -4.3% | -10.6% | +6.3% | +1.0% |
| 30D | +1.9% | -4.6% | +6.5% | +3.8% |
| 3M | -5.7% | +12.3% | -18.0% | -12.7% |
| 6M | -5.3% | +5.9% | -11.2% | -11.6% |
| YTD | +32.2% | +104.5% | -72.4% | -21.8% |
| 1Y | +38.5% | +97.3% | -58.8% | -16.3% |
| 3Y | +1.1% | +97.0% | -95.9% | -40.6% |
| 5Y | +70.3% | +151.2% | -80.9% | -15.1% |
| 10Y | -17.3% | +76.1% | -93.4% | -49.9% |
| All | -17.3% | +75.1% | -92.4% | -49.9% |
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