+191.9%
USO vs S
-51.7%
+243.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -1.9% | +2.0% | -3.9% | -1.9% |
| 30D | -5.2% | -2.7% | -2.5% | -5.2% |
| 3M | +16.4% | -6.9% | +23.3% | +16.4% |
| 6M | +2.5% | +38.1% | -35.6% | +2.2% |
| YTD | +110.5% | +48.0% | +62.5% | +109.8% |
| 1Y | +108.4% | +34.5% | +74.0% | +107.9% |
| 3Y | +99.6% | +38.3% | +61.3% | +98.4% |
| 5Y | +160.1% | -70.9% | +231.0% | +157.8% |
| All | +191.9% | -51.7% | +243.6% | +203.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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