+120.5%
USO vs SMR
+1.6%
+118.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -5.6% | +11.2% | +5.7% |
| 7D | +11.5% | +4.7% | +6.7% | +11.4% |
| 30D | +24.1% | +3.2% | +20.9% | +24.0% |
| 3M | +17.9% | +9.9% | +8.0% | +17.7% |
| 6M | +49.6% | -15.1% | +64.7% | +49.4% |
| YTD | +129.0% | -27.9% | +157.0% | +129.2% |
| 1Y | +112.0% | -70.2% | +182.2% | +117.3% |
| 3Y | +102.3% | +72.5% | +29.8% | +80.3% |
| All | +120.5% | +1.6% | +118.9% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 5y: compounded portfolio wealth divided by compounded SMR 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…
5y analysis · Full analysis span regression · 6 months rolling