-72.4%
USO vs SIRI
-31.2%
-41.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +2.8% |
| 7D | +6.2% | -3.9% | +10.2% | +6.6% |
| 30D | +19.1% | -0.8% | +19.9% | +19.1% |
| 3M | +14.2% | +4.3% | +9.9% | +13.5% |
| 6M | +43.7% | +34.1% | +9.7% | +39.0% |
| YTD | +116.8% | +47.3% | +69.5% | +107.5% |
| 1Y | +104.3% | +22.9% | +81.4% | +98.7% |
| 3Y | +91.5% | -24.6% | +116.1% | +90.6% |
| 5Y | +214.1% | -43.2% | +257.3% | +215.5% |
| 10Y | +77.0% | -12.3% | +89.3% | +69.5% |
| All | -72.4% | -31.2% | -41.3% | -77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling