+86.5%
USO vs SAP
+56.7%
+29.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.5% | +2.7% |
| 7D | +3.6% | -0.3% | +3.8% | +3.5% |
| 30D | +23.8% | +2.6% | +21.2% | +24.2% |
| 3M | +8.1% | +16.3% | -8.2% | +11.3% |
| 6M | +34.3% | +6.4% | +27.9% | +38.3% |
| YTD | +111.1% | -11.4% | +122.6% | +116.5% |
| 1Y | +99.9% | -20.4% | +120.3% | +105.0% |
| 3Y | +86.5% | +56.5% | +30.0% | +98.3% |
| All | +86.5% | +56.7% | +29.8% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling