+112.2%
USO vs SRE
+4.6%
+107.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | +9.1% | -0.8% | +9.9% | +9.2% |
| 30D | +21.7% | -3.0% | +24.7% | +21.8% |
| 3M | +20.2% | -8.3% | +28.5% | +21.0% |
| 6M | +43.4% | -8.9% | +52.3% | +45.2% |
| YTD | +124.0% | -4.3% | +128.2% | +121.0% |
| 1Y | +112.2% | +2.7% | +109.5% | +106.8% |
| All | +112.2% | +4.6% | +107.6% | +106.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling