+184.6%
USO vs S
-56.8%
+241.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +9.5% | -7.7% | +17.2% | +9.5% |
| 30D | +23.6% | -5.3% | +28.9% | +23.6% |
| 3M | +3.8% | +20.3% | -16.4% | +3.6% |
| 6M | +55.0% | +47.4% | +7.7% | +54.5% |
| YTD | +105.3% | +32.5% | +72.7% | +104.7% |
| 1Y | +91.4% | +9.5% | +81.8% | +91.2% |
| 3Y | +84.6% | +15.5% | +69.0% | +83.7% |
| 5Y | +191.7% | -71.2% | +262.9% | +191.8% |
| All | +184.6% | -56.8% | +241.4% | +196.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling