+91.4%
USO vs SAN
+58.9%
+32.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.6% |
| 7D | +9.5% | +1.8% | +7.7% | +10.8% |
| 30D | +23.6% | +2.0% | +21.6% | +25.3% |
| 3M | +3.8% | +19.7% | -15.9% | +18.3% |
| 6M | +55.0% | +30.6% | +24.4% | +92.2% |
| YTD | +105.3% | +28.8% | +76.4% | +150.1% |
| 1Y | +91.4% | +57.8% | +33.6% | +127.1% |
| All | +91.4% | +58.9% | +32.4% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling