+97.0%
USO vs SE
+74.0%
+23.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.9% |
| 7D | -10.6% | 0.0% | -10.6% | -10.5% |
| 30D | -4.6% | -19.4% | +14.8% | -5.4% |
| 3M | +12.3% | -33.1% | +45.4% | +10.6% |
| 6M | +5.9% | -11.4% | +17.3% | +5.0% |
| YTD | +104.5% | -39.8% | +144.3% | +106.0% |
| 1Y | +97.3% | -50.5% | +147.8% | +100.9% |
| 3Y | +97.0% | +68.9% | +28.2% | +93.8% |
| All | +97.0% | +74.0% | +23.1% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 3y: compounded portfolio wealth divided by compounded SE 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…
3y analysis · Full analysis span regression · 6 months rolling