+84.4%
USO vs SM
+18.0%
+66.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.9% | +9.4% | -11.3% | -4.4% |
| 30D | -5.2% | -14.4% | +9.2% | -1.1% |
| 3M | +16.4% | +1.6% | +14.9% | +15.8% |
| 6M | +2.5% | +6.3% | -3.9% | +0.7% |
| YTD | +110.5% | +78.8% | +31.7% | +80.2% |
| 1Y | +108.4% | +83.1% | +25.3% | +77.2% |
| 3Y | +99.6% | -5.9% | +105.5% | +96.3% |
| 5Y | +160.1% | +4.8% | +155.2% | +140.7% |
| All | +84.4% | +18.0% | +66.4% | +14.5% |
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