+109.1%
USO vs SPG
+33.6%
+75.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.7% | +2.9% |
| 7D | -1.4% | +3.1% | -4.6% | +0.7% |
| 30D | -4.6% | +16.4% | -21.0% | +5.1% |
| 3M | +14.7% | +7.1% | +7.7% | +19.3% |
| 6M | +1.2% | +16.1% | -14.8% | +12.9% |
| YTD | +111.2% | +30.4% | +80.8% | +136.5% |
| All | +109.1% | +33.6% | +75.5% | +132.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling