+97.7%
USO vs SMR
-3.5%
+101.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +9.5% | +4.4% | +5.0% | +9.4% |
| 30D | +23.6% | +3.4% | +20.2% | +23.5% |
| 3M | +3.8% | -19.2% | +23.0% | +4.1% |
| 6M | +55.0% | -22.6% | +77.7% | +55.1% |
| YTD | +105.3% | -31.5% | +136.8% | +105.6% |
| 1Y | +91.4% | -73.1% | +164.5% | +96.6% |
| 3Y | +84.6% | +55.0% | +29.6% | +65.9% |
| All | +97.7% | -3.5% | +101.1% | +92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling