-73.9%
USO vs SPG
+552.6%
-626.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +9.5% | -2.4% | +11.8% | +10.0% |
| 30D | +23.6% | -6.8% | +30.4% | +25.4% |
| 3M | +3.8% | +2.7% | +1.1% | +2.9% |
| 6M | +55.0% | +5.5% | +49.6% | +52.1% |
| YTD | +105.3% | +15.7% | +89.6% | +97.0% |
| 1Y | +91.4% | +20.9% | +70.5% | +81.7% |
| 3Y | +84.6% | +112.4% | -27.8% | +51.9% |
| 5Y | +191.7% | +101.4% | +90.4% | +139.1% |
| 10Y | +73.3% | +60.6% | +12.7% | +36.9% |
| All | -73.9% | +552.6% | -626.5% | -85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling