-72.4%
USO vs SU
+178.0%
-250.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +1.8% |
| 7D | +6.2% | +1.6% | +4.7% | +5.3% |
| 30D | +19.1% | +10.7% | +8.4% | +12.5% |
| 3M | +14.2% | +13.5% | +0.7% | +6.9% |
| 6M | +43.7% | +21.8% | +21.9% | +30.4% |
| YTD | +116.8% | +58.8% | +58.0% | +69.6% |
| 1Y | +104.3% | +72.0% | +32.3% | +52.8% |
| 3Y | +91.5% | +121.7% | -30.2% | +23.9% |
| 5Y | +214.1% | +350.4% | -136.3% | +35.4% |
| 10Y | +77.0% | +264.7% | -187.7% | -22.0% |
| All | -72.4% | +178.0% | -250.4% | -88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling