+91.4%
USO vs SM
+36.8%
+54.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +1.7% |
| 7D | +9.5% | -0.5% | +9.9% | +9.8% |
| 30D | +23.6% | +25.6% | -2.0% | +7.7% |
| 3M | +3.8% | +8.0% | -4.2% | -1.6% |
| 6M | +55.0% | +50.8% | +4.3% | +26.9% |
| YTD | +105.3% | +97.9% | +7.4% | +51.5% |
| 1Y | +91.4% | +33.8% | +57.6% | +61.2% |
| All | +91.4% | +36.8% | +54.6% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling