+86.1%
USO vs SPG
+64.3%
+21.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.1% | +5.5% | +5.6% |
| 7D | +11.5% | -2.2% | +13.7% | +12.0% |
| 30D | +24.1% | -5.8% | +29.9% | +25.8% |
| 3M | +17.9% | -2.8% | +20.7% | +18.4% |
| 6M | +49.6% | +8.9% | +40.7% | +45.5% |
| YTD | +129.0% | +14.3% | +114.7% | +119.5% |
| 1Y | +112.0% | +19.5% | +92.5% | +100.7% |
| 3Y | +102.3% | +106.9% | -4.6% | +63.4% |
| 5Y | +224.5% | +108.7% | +115.8% | +156.5% |
| All | +86.1% | +64.3% | +21.7% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SPG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling