-73.2%
USO vs SAP
+473.5%
-546.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -1.9% | +0.6% | -2.5% | -2.1% |
| 30D | -5.2% | +6.5% | -11.7% | -7.0% |
| 3M | +16.4% | +12.2% | +4.2% | +12.4% |
| 6M | +2.5% | +46.1% | -43.6% | -9.1% |
| YTD | +110.5% | -1.6% | +112.1% | +105.9% |
| 1Y | +108.4% | -5.1% | +113.5% | +106.0% |
| 3Y | +99.6% | +68.4% | +31.3% | +57.8% |
| 5Y | +160.1% | +79.4% | +80.6% | +95.8% |
| 10Y | +86.3% | +230.5% | -144.2% | +5.2% |
| All | -73.2% | +473.5% | -546.8% | -89.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling