+49.6%
USO vs SU
+21.7%
+27.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.1% | +5.7% | +5.8% |
| 7D | +11.5% | +1.7% | +9.8% | +9.2% |
| 30D | +24.1% | +9.6% | +14.5% | +10.4% |
| 3M | +17.9% | +11.7% | +6.2% | +4.1% |
| 6M | +49.6% | +21.9% | +27.7% | +4.8% |
| All | +49.6% | +21.7% | +27.9% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 6mo: compounded portfolio wealth divided by compounded SU 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…
6mo analysis · Full analysis span regression · 6 months rolling