+89.8%
USO vs SE
+562.7%
-472.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.9% | +6.5% | +5.7% |
| 7D | +11.5% | -4.8% | +16.2% | +11.7% |
| 30D | +24.1% | -18.1% | +42.2% | +25.2% |
| 3M | +17.9% | +30.6% | -12.7% | +15.9% |
| 6M | +49.6% | +20.8% | +28.8% | +47.2% |
| YTD | +129.0% | -15.6% | +144.6% | +130.0% |
| 1Y | +112.0% | -44.2% | +156.2% | +118.6% |
| 3Y | +102.3% | +181.5% | -79.3% | +84.1% |
| 5Y | +224.5% | -66.9% | +291.5% | +244.7% |
| All | +89.8% | +562.7% | -472.9% | +28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling