+213.1%
USO vs SIRI
-41.5%
+254.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.2% |
| 7D | +9.1% | +0.6% | +8.6% | +9.1% |
| 30D | +21.7% | +2.5% | +19.2% | +21.7% |
| 3M | +20.2% | +6.6% | +13.6% | +20.1% |
| 6M | +43.4% | +32.9% | +10.5% | +42.3% |
| YTD | +124.0% | +50.5% | +73.5% | +121.5% |
| 1Y | +112.2% | +28.0% | +84.2% | +110.7% |
| 3Y | +97.7% | -22.4% | +120.1% | +97.8% |
| All | +213.1% | -41.5% | +254.5% | +212.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 5y: compounded portfolio wealth divided by compounded SIRI 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…
5y analysis · Full analysis span regression · 6 months rolling