-72.4%
USO vs SCCO
+3,476.1%
-3,548.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.6% |
| 7D | +6.2% | +2.4% | +3.8% | +5.5% |
| 30D | +19.1% | +6.4% | +12.7% | +16.5% |
| 3M | +14.2% | +21.6% | -7.3% | +5.9% |
| 6M | +43.7% | +13.4% | +30.3% | +32.3% |
| YTD | +116.8% | +52.6% | +64.2% | +77.6% |
| 1Y | +104.3% | +122.4% | -18.0% | +45.9% |
| 3Y | +91.5% | +208.5% | -116.9% | +16.4% |
| 5Y | +214.1% | +353.9% | -139.8% | +61.7% |
| 10Y | +77.0% | +1,187.3% | -1,110.2% | -41.2% |
| All | -72.4% | +3,476.1% | -3,548.6% | -94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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