+214.1%
USO vs SAP
+55.3%
+158.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +2.7% |
| 7D | +6.2% | -0.3% | +6.5% | +6.2% |
| 30D | +19.1% | +0.3% | +18.8% | +19.1% |
| 3M | +14.2% | +16.9% | -2.7% | +15.4% |
| 6M | +43.7% | +6.3% | +37.4% | +45.7% |
| YTD | +116.8% | -12.4% | +129.3% | +121.4% |
| 1Y | +104.3% | -21.6% | +126.0% | +110.1% |
| 3Y | +91.5% | +54.8% | +36.8% | +83.2% |
| 5Y | +214.1% | +56.2% | +157.9% | +200.9% |
| All | +214.1% | +55.3% | +158.8% | +200.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling