+91.4%
USO vs SARO
-7.4%
+98.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | +0.2% |
| 7D | +9.5% | -0.8% | +10.3% | +9.1% |
| 30D | +23.6% | -20.0% | +43.6% | +12.9% |
| 3M | +3.8% | -2.9% | +6.7% | +2.9% |
| 6M | +55.0% | -17.7% | +72.7% | +54.2% |
| YTD | +105.3% | -13.5% | +118.8% | +101.5% |
| 1Y | +91.4% | -9.7% | +101.1% | +87.2% |
| All | +91.4% | -7.4% | +98.8% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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