-2.5%
SLB vs USO
+69.3%
-71.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -2.2% |
| 7D | +0.4% | +3.6% | -3.1% | -1.4% |
| 30D | +13.6% | +23.8% | -10.2% | +1.3% |
| 3M | +1.5% | +8.1% | -6.6% | -4.5% |
| 6M | +23.0% | +34.3% | -11.2% | -3.2% |
| YTD | +51.2% | +111.1% | -59.9% | -10.7% |
| 1Y | +63.5% | +99.9% | -36.4% | -0.5% |
| 3Y | +2.5% | +86.5% | -84.0% | -36.7% |
| 5Y | +139.2% | +200.5% | -61.3% | +9.5% |
| All | -2.5% | +69.3% | -71.9% | -40.3% |
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