-73.2%
USO vs SAN
+169.4%
-242.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.8% | +6.1% | +4.0% |
| 7D | -1.4% | +1.0% | -2.4% | -1.9% |
| 30D | -4.6% | -9.4% | +4.8% | -2.7% |
| 3M | +14.7% | -17.1% | +31.9% | +19.3% |
| 6M | +1.2% | +2.2% | -0.9% | -1.5% |
| YTD | +111.2% | +6.0% | +105.2% | +98.7% |
| 1Y | +109.3% | +12.7% | +96.6% | +93.1% |
| 3Y | +103.5% | +242.1% | -138.7% | +31.4% |
| 5Y | +160.9% | +293.6% | -132.7% | +55.1% |
| 10Y | +86.9% | +266.1% | -179.2% | +6.3% |
| All | -73.2% | +169.4% | -242.5% | -86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling