+186.0%
USO vs S
-48.9%
+234.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +8.0% | -11.9% | -3.9% |
| 7D | -9.1% | +1.6% | -10.6% | -9.1% |
| 30D | -3.7% | -10.5% | +6.7% | -3.7% |
| 3M | +20.9% | +9.9% | +11.0% | +20.8% |
| 6M | +6.8% | +41.8% | -35.0% | +6.5% |
| YTD | +106.3% | +56.8% | +49.5% | +105.5% |
| 1Y | +100.2% | +39.0% | +61.2% | +99.8% |
| 3Y | +103.1% | +53.8% | +49.2% | +101.7% |
| 5Y | +146.1% | -68.6% | +214.7% | +144.1% |
| All | +186.0% | -48.9% | +234.9% | +197.3% |
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