+82.6%
USO vs SW
+19.6%
+63.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | 0.0% |
| 7D | +9.5% | -5.1% | +14.5% | +9.0% |
| 30D | +23.6% | -4.6% | +28.2% | +23.2% |
| 3M | +3.8% | +9.4% | -5.6% | +4.5% |
| 6M | +55.0% | +3.5% | +51.5% | +57.7% |
| YTD | +105.3% | +22.0% | +83.2% | +105.1% |
| 1Y | +91.4% | +2.2% | +89.2% | +94.1% |
| All | +82.6% | +19.6% | +63.0% | +87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling