-56.0%
USO vs SSNC
+1,082.2%
-1,138.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | +9.5% | +0.6% | +8.8% | +9.3% |
| 30D | +23.6% | +6.0% | +17.5% | +21.7% |
| 3M | +3.8% | +21.0% | -17.2% | -1.7% |
| 6M | +55.0% | +12.1% | +43.0% | +49.2% |
| YTD | +105.3% | -3.2% | +108.5% | +104.5% |
| 1Y | +91.4% | -4.4% | +95.7% | +90.9% |
| 3Y | +84.6% | +51.6% | +32.9% | +58.9% |
| 5Y | +191.7% | +21.1% | +170.7% | +163.4% |
| 10Y | +73.3% | +177.7% | -104.4% | +20.2% |
| All | -56.0% | +1,082.2% | -1,138.2% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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