+213.1%
USO vs SITM
+187.3%
+25.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.5% | -7.7% | -2.4% |
| 7D | +9.1% | +3.9% | +5.3% | +9.0% |
| 30D | +21.7% | -6.6% | +28.3% | +21.9% |
| 3M | +20.2% | -11.9% | +32.1% | +20.3% |
| 6M | +43.4% | +81.1% | -37.8% | +39.2% |
| YTD | +124.0% | +80.0% | +44.0% | +116.6% |
| 1Y | +112.2% | +145.8% | -33.6% | +100.1% |
| 3Y | +97.7% | +475.9% | -378.2% | +71.9% |
| All | +213.1% | +187.3% | +25.8% | +171.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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