-74.0%
USO vs SPG
+639.3%
-713.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -2.7% | +2.7% | -5.4% | -3.3% |
| 30D | -6.3% | +16.6% | -22.9% | -9.5% |
| 3M | +10.9% | +8.1% | +2.8% | +8.8% |
| 6M | +2.0% | +19.3% | -17.3% | -2.4% |
| YTD | +104.6% | +31.1% | +73.5% | +90.7% |
| 1Y | +94.5% | +32.8% | +61.8% | +80.9% |
| 3Y | +97.1% | +135.8% | -38.7% | +58.6% |
| 5Y | +151.6% | +85.1% | +66.6% | +110.7% |
| 10Y | +81.0% | +115.9% | -34.9% | +34.2% |
| All | -74.0% | +639.3% | -713.3% | -86.2% |
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