-73.8%
USO vs SO
+619.4%
-693.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.3% | -5.2% | -4.1% |
| 7D | -9.1% | -1.1% | -8.0% | -8.9% |
| 30D | -3.7% | +8.6% | -12.3% | -5.0% |
| 3M | +20.9% | +1.8% | +19.1% | +20.5% |
| 6M | +6.8% | +3.6% | +3.2% | +6.0% |
| YTD | +106.3% | +9.9% | +96.3% | +102.6% |
| 1Y | +100.2% | +5.7% | +94.5% | +97.9% |
| 3Y | +103.1% | +52.5% | +50.6% | +86.0% |
| 5Y | +146.1% | +77.3% | +68.8% | +117.4% |
| 10Y | +73.5% | +186.8% | -113.3% | +36.1% |
| All | -73.8% | +619.4% | -693.2% | -84.1% |
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