+22.3%
SLB vs USO
-74.1%
+96.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -1.2% | -2.7% | +1.5% | +0.2% |
| 30D | +4.5% | -6.3% | +10.8% | +7.8% |
| 3M | -4.6% | +10.9% | -15.4% | -11.6% |
| 6M | -6.3% | +2.0% | -8.3% | -11.2% |
| YTD | +35.0% | +104.6% | -69.6% | -21.9% |
| 1Y | +38.8% | +94.5% | -55.7% | -17.3% |
| 3Y | +3.3% | +97.1% | -93.8% | -40.7% |
| 5Y | +73.6% | +151.6% | -78.0% | -16.0% |
| 10Y | -14.2% | +81.0% | -95.2% | -53.8% |
| All | +22.3% | -74.1% | +96.4% | +116.9% |
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 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