-73.2%
USO vs SPG
+635.7%
-708.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.7% | +3.4% |
| 7D | -1.4% | +3.1% | -4.6% | -2.1% |
| 30D | -4.6% | +16.4% | -21.0% | -7.8% |
| 3M | +14.7% | +7.1% | +7.7% | +12.8% |
| 6M | +1.2% | +16.1% | -14.8% | -2.5% |
| YTD | +111.2% | +30.4% | +80.8% | +97.2% |
| 1Y | +109.3% | +33.0% | +76.3% | +94.5% |
| 3Y | +103.5% | +134.6% | -31.2% | +63.9% |
| 5Y | +160.9% | +84.9% | +76.0% | +118.6% |
| 10Y | +86.9% | +114.9% | -28.0% | +38.7% |
| All | -73.2% | +635.7% | -708.9% | -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