+214.1%
USO vs SPG
+101.9%
+112.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.5% | +6.2% | +3.0% |
| 7D | +6.2% | -2.7% | +8.9% | +6.5% |
| 30D | +19.1% | -7.3% | +26.4% | +19.9% |
| 3M | +14.2% | -3.5% | +17.7% | +14.3% |
| 6M | +43.7% | +8.5% | +35.3% | +41.5% |
| YTD | +116.8% | +13.0% | +103.9% | +111.5% |
| 1Y | +104.3% | +18.0% | +86.3% | +97.8% |
| 3Y | +91.5% | +104.5% | -13.0% | +65.5% |
| 5Y | +214.1% | +102.0% | +112.0% | +183.4% |
| All | +214.1% | +101.9% | +112.2% | +183.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling