+102.2%
USO vs SAP
-5.6%
+107.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.2% | -12.3% | -7.0% |
| 7D | -12.7% | +1.3% | -14.0% | -12.3% |
| 30D | +1.0% | +15.5% | -14.6% | +4.7% |
| 3M | +25.6% | +22.8% | +2.8% | +32.5% |
| 6M | -1.5% | +42.5% | -44.0% | +10.0% |
| YTD | +110.3% | +0.5% | +109.7% | +124.8% |
| 1Y | +102.2% | -5.9% | +108.1% | +116.6% |
| All | +102.2% | -5.6% | +107.7% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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