+84.4%
USO vs SO
+197.2%
-112.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.4% |
| 7D | -1.9% | +1.4% | -3.3% | -2.0% |
| 30D | -5.2% | +4.7% | -9.9% | -5.6% |
| 3M | +16.4% | +1.7% | +14.7% | +16.2% |
| 6M | +2.5% | +2.2% | +0.3% | +2.2% |
| YTD | +110.5% | +10.0% | +100.5% | +108.4% |
| 1Y | +108.4% | +6.0% | +102.4% | +107.0% |
| 3Y | +99.6% | +54.1% | +45.5% | +88.5% |
| 5Y | +160.1% | +79.6% | +80.4% | +139.9% |
| All | +84.4% | +197.2% | -112.8% | +84.0% |
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