-73.2%
USO vs SRE
+624.1%
-697.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.3% |
| 7D | +3.6% | +1.4% | +2.1% | +3.1% |
| 30D | +23.8% | +1.9% | +21.9% | +22.9% |
| 3M | +8.1% | -3.3% | +11.3% | +9.1% |
| 6M | +34.3% | -6.4% | +40.7% | +36.5% |
| YTD | +111.1% | -1.8% | +113.0% | +110.9% |
| 1Y | +99.9% | +10.7% | +89.2% | +92.0% |
| 3Y | +86.5% | +31.8% | +54.7% | +64.2% |
| 5Y | +200.5% | +49.2% | +151.3% | +151.7% |
| 10Y | +66.5% | +118.5% | -52.0% | +16.4% |
| All | -73.2% | +624.1% | -697.3% | -88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling