+200.5%
USO vs S
-72.3%
+272.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.3% | +5.1% | +2.9% |
| 7D | +3.6% | -5.8% | +9.4% | +3.6% |
| 30D | +23.8% | -9.2% | +33.0% | +23.8% |
| 3M | +8.1% | +23.4% | -15.3% | +7.7% |
| 6M | +34.3% | +36.9% | -2.7% | +33.7% |
| YTD | +111.1% | +29.5% | +81.6% | +110.3% |
| 1Y | +99.9% | +5.4% | +94.5% | +99.7% |
| 3Y | +86.5% | +14.7% | +71.8% | +85.2% |
| 5Y | +200.5% | -71.5% | +272.1% | +205.9% |
| All | +200.5% | -72.3% | +272.8% | +205.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling