-73.2%
USO vs SM
-7.7%
-65.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.2% | -1.9% | +1.7% |
| 7D | -1.4% | +10.6% | -12.0% | -4.5% |
| 30D | -4.6% | -15.0% | +10.4% | +0.1% |
| 3M | +14.7% | +1.7% | +13.1% | +13.9% |
| 6M | +1.2% | +5.9% | -4.6% | -0.6% |
| YTD | +111.2% | +79.0% | +32.2% | +77.1% |
| 1Y | +109.3% | +84.7% | +24.6% | +73.7% |
| 3Y | +103.5% | -3.5% | +106.9% | +97.6% |
| 5Y | +160.9% | +4.9% | +156.0% | +136.6% |
| 10Y | +86.9% | +17.7% | +69.2% | -5.8% |
| All | -73.2% | -7.7% | -65.5% | -90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling