+82.6%
USO vs SWK
+29.6%
+53.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -12.1% | +11.0% | -23.1% | -13.5% |
| 30D | +3.1% | +30.1% | -26.9% | -0.5% |
| 3M | +24.9% | +14.7% | +10.2% | +22.2% |
| 6M | +10.8% | +44.5% | -33.7% | +4.2% |
| YTD | +114.6% | +59.4% | +55.2% | +96.1% |
| 1Y | +109.4% | +77.5% | +31.9% | +87.0% |
| 3Y | +98.1% | +49.5% | +48.7% | +76.6% |
| 5Y | +162.4% | -24.9% | +187.3% | +172.0% |
| All | +82.6% | +29.6% | +53.0% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling