+76.2%
USO vs SPG
+64.2%
+12.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.1% | +3.3% |
| 7D | +6.2% | -1.7% | +7.9% | +6.6% |
| 30D | +19.1% | -6.3% | +25.4% | +20.8% |
| 3M | +14.2% | -2.4% | +16.7% | +14.5% |
| 6M | +43.7% | +9.6% | +34.1% | +39.5% |
| YTD | +116.8% | +14.2% | +102.6% | +107.9% |
| 1Y | +104.3% | +19.3% | +85.1% | +93.6% |
| 3Y | +91.5% | +106.7% | -15.2% | +54.8% |
| 5Y | +214.1% | +104.2% | +109.9% | +149.6% |
| All | +76.2% | +64.2% | +12.0% | +44.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling