-74.0%
USO vs SM
-12.2%
-61.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.6% | -5.5% | -1.7% |
| 7D | -2.7% | +0.3% | -3.0% | -2.9% |
| 30D | -6.3% | -17.3% | +11.0% | -0.9% |
| 3M | +10.9% | -3.6% | +14.4% | +11.9% |
| 6M | +2.0% | +2.9% | -0.9% | +1.1% |
| YTD | +104.6% | +70.2% | +34.3% | +74.2% |
| 1Y | +94.5% | +66.5% | +28.0% | +66.6% |
| 3Y | +97.1% | -8.2% | +105.3% | +94.4% |
| 5Y | +151.6% | -1.5% | +153.1% | +132.7% |
| 10Y | +81.0% | +11.9% | +69.1% | -7.4% |
| All | -74.0% | -12.2% | -61.8% | -90.7% |
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