+91.4%
USO vs SW
+1.0%
+90.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | +0.4% |
| 7D | +9.5% | -5.1% | +14.5% | +7.3% |
| 30D | +23.6% | -4.6% | +28.2% | +21.7% |
| 3M | +3.8% | +9.4% | -5.6% | +8.7% |
| 6M | +55.0% | +3.5% | +51.5% | +68.9% |
| YTD | +105.3% | +22.0% | +83.2% | +119.7% |
| 1Y | +91.4% | +2.2% | +89.2% | +99.7% |
| All | +91.4% | +1.0% | +90.4% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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