+200.7%
USO vs S
-57.7%
+258.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | +6.2% | -1.2% | +7.5% | +6.3% |
| 30D | +19.1% | -12.6% | +31.7% | +19.1% |
| 3M | +14.2% | +27.6% | -13.3% | +13.9% |
| 6M | +43.7% | +35.5% | +8.3% | +43.3% |
| YTD | +116.8% | +29.6% | +87.2% | +116.2% |
| 1Y | +104.3% | +8.1% | +96.2% | +104.2% |
| 3Y | +91.5% | +14.8% | +76.8% | +90.6% |
| 5Y | +214.1% | -70.6% | +284.6% | +214.7% |
| All | +200.7% | -57.7% | +258.4% | +212.8% |
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