-52.0%
USO vs SPXU
-100.0%
+48.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +3.2% |
| 7D | +3.6% | -1.5% | +5.0% | +3.2% |
| 30D | +23.8% | +3.7% | +20.1% | +24.7% |
| 3M | +8.1% | -9.6% | +17.6% | +5.5% |
| 6M | +34.3% | -32.4% | +66.6% | +22.0% |
| YTD | +111.1% | -28.7% | +139.8% | +94.4% |
| 1Y | +99.9% | -38.2% | +138.1% | +78.6% |
| 3Y | +86.5% | -80.4% | +166.9% | +31.9% |
| 5Y | +200.5% | -86.0% | +286.6% | +113.5% |
| 10Y | +66.5% | -99.5% | +166.1% | -40.8% |
| All | -52.0% | -100.0% | +48.0% | -94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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