-73.9%
USO vs SM
+2.6%
-76.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.7% |
| 7D | +9.5% | +0.1% | +9.4% | +9.4% |
| 30D | +23.6% | +26.3% | -2.7% | +15.0% |
| 3M | +3.8% | +8.7% | -4.9% | +1.3% |
| 6M | +55.0% | +51.7% | +3.4% | +37.3% |
| YTD | +105.3% | +99.0% | +6.2% | +66.9% |
| 1Y | +91.4% | +34.6% | +56.8% | +74.0% |
| 3Y | +84.6% | -7.8% | +92.3% | +81.7% |
| 5Y | +191.7% | +104.8% | +87.0% | +116.3% |
| 10Y | +73.3% | +7.2% | +66.0% | -9.7% |
| All | -73.9% | +2.6% | -76.6% | -91.1% |
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