+86.1%
USO vs SM
+23.2%
+62.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.5% | +5.1% | +5.5% |
| 7D | +11.5% | +2.1% | +9.3% | +10.8% |
| 30D | +24.1% | +18.1% | +6.0% | +18.5% |
| 3M | +17.9% | +17.0% | +0.9% | +13.0% |
| 6M | +49.6% | +55.4% | -5.8% | +33.2% |
| YTD | +129.0% | +108.6% | +20.5% | +87.9% |
| 1Y | +112.0% | +45.7% | +66.3% | +90.6% |
| 3Y | +102.3% | -0.3% | +102.6% | +95.4% |
| 5Y | +224.5% | +113.0% | +111.5% | +150.5% |
| All | +86.1% | +23.2% | +62.8% | +14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling