-73.9%
USO vs SAP
+425.2%
-499.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | +9.5% | -2.9% | +12.4% | +10.2% |
| 30D | +23.6% | +9.0% | +14.6% | +20.5% |
| 3M | +3.8% | +14.9% | -11.1% | -1.1% |
| 6M | +55.0% | +11.9% | +43.1% | +47.5% |
| YTD | +105.3% | -9.9% | +115.2% | +106.2% |
| 1Y | +91.4% | -19.5% | +110.9% | +98.6% |
| 3Y | +84.6% | +61.8% | +22.7% | +46.9% |
| 5Y | +191.7% | +56.2% | +135.6% | +129.3% |
| 10Y | +73.3% | +180.6% | -107.3% | +3.5% |
| All | -73.9% | +425.2% | -499.1% | -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