+112.2%
USO vs SO
-1.6%
+113.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.2% |
| 7D | +9.1% | -1.1% | +10.2% | +9.2% |
| 30D | +21.7% | -5.0% | +26.7% | +22.0% |
| 3M | +20.2% | -5.8% | +26.0% | +20.8% |
| 6M | +43.4% | -7.9% | +51.3% | +44.7% |
| YTD | +124.0% | +2.4% | +121.5% | +122.3% |
| 1Y | +112.2% | -2.3% | +114.5% | +101.7% |
| All | +112.2% | -1.6% | +113.8% | +101.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling