+117.7%
USO vs SARO
-23.7%
+141.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.4% | +8.0% | +5.2% |
| 7D | +11.5% | -4.0% | +15.5% | +10.8% |
| 30D | +24.1% | -16.1% | +40.2% | +21.1% |
| 3M | +17.9% | -4.5% | +22.5% | +16.5% |
| 6M | +49.6% | -17.0% | +66.7% | +48.2% |
| YTD | +129.0% | -17.5% | +146.5% | +126.1% |
| 1Y | +112.0% | -12.3% | +124.3% | +107.6% |
| All | +117.7% | -23.7% | +141.4% | +99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling