-74.0%
USO vs SO
+621.5%
-695.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -2.7% | +0.8% | -3.5% | -2.8% |
| 30D | -6.3% | +7.8% | -14.1% | -7.5% |
| 3M | +10.9% | +2.9% | +7.9% | +10.3% |
| 6M | +2.0% | +2.5% | -0.4% | +1.5% |
| YTD | +104.6% | +10.3% | +94.3% | +100.8% |
| 1Y | +94.5% | +6.4% | +88.2% | +92.1% |
| 3Y | +97.1% | +52.8% | +44.3% | +80.4% |
| 5Y | +151.6% | +78.7% | +73.0% | +122.0% |
| 10Y | +81.0% | +196.3% | -115.3% | +40.8% |
| All | -74.0% | +621.5% | -695.5% | -84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling