-73.9%
USO vs SO
+577.4%
-651.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | 0.0% |
| 7D | +9.5% | -0.2% | +9.6% | +9.5% |
| 30D | +23.6% | -4.6% | +28.2% | +24.5% |
| 3M | +3.8% | -3.0% | +6.9% | +4.3% |
| 6M | +55.0% | -8.3% | +63.3% | +57.0% |
| YTD | +105.3% | +3.5% | +101.7% | +103.7% |
| 1Y | +91.4% | -0.9% | +92.3% | +91.1% |
| 3Y | +84.6% | +45.4% | +39.2% | +70.2% |
| 5Y | +191.7% | +59.6% | +132.1% | +162.5% |
| 10Y | +73.3% | +156.6% | -83.3% | +39.2% |
| All | -73.9% | +577.4% | -651.3% | -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 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