+38.0%
SLB vs USO
-74.0%
+112.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.8% | +9.5% | -8.6% | -4.5% |
| 30D | +15.8% | +23.6% | -7.7% | +2.3% |
| 3M | -0.3% | +3.8% | -4.2% | -4.7% |
| 6M | +21.3% | +55.0% | -33.7% | -15.0% |
| YTD | +52.3% | +105.3% | -53.0% | -10.8% |
| 1Y | +63.6% | +91.4% | -27.8% | -0.2% |
| 3Y | +3.8% | +84.6% | -80.8% | -37.2% |
| 5Y | +128.6% | +191.7% | -63.1% | +2.6% |
| 10Y | -3.1% | +73.3% | -76.4% | -45.9% |
| All | +38.0% | -74.0% | +112.0% | +147.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling