+77.0%
USO vs SO
+155.9%
-78.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.8% |
| 7D | +6.2% | 0.0% | +6.2% | +6.2% |
| 30D | +19.1% | -2.5% | +21.6% | +19.4% |
| 3M | +14.2% | -4.2% | +18.4% | +14.6% |
| 6M | +43.7% | -7.7% | +51.4% | +44.7% |
| YTD | +116.8% | +3.8% | +113.0% | +115.9% |
| 1Y | +104.3% | +0.1% | +104.3% | +104.0% |
| 3Y | +91.5% | +44.2% | +47.3% | +82.1% |
| 5Y | +214.1% | +57.9% | +156.2% | +193.9% |
| 10Y | +77.0% | +162.0% | -85.0% | +68.9% |
| All | +77.0% | +155.9% | -78.9% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling