+82.0%
USO vs SRE
+122.3%
-40.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.0% |
| 7D | +9.1% | -0.8% | +9.9% | +9.3% |
| 30D | +21.7% | -3.0% | +24.7% | +22.4% |
| 3M | +20.2% | -8.3% | +28.5% | +22.6% |
| 6M | +43.4% | -8.9% | +52.3% | +46.1% |
| YTD | +124.0% | -4.3% | +128.2% | +125.1% |
| 1Y | +112.2% | +2.7% | +109.5% | +109.5% |
| 3Y | +97.7% | +28.7% | +69.0% | +79.9% |
| 5Y | +217.4% | +47.1% | +170.3% | +178.0% |
| All | +82.0% | +122.3% | -40.3% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…
10y analysis · Full analysis span regression · 6 months rolling