+81.0%
USO vs SWK
+21.9%
+59.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -2.7% | -2.3% | -0.4% | -2.5% |
| 30D | -6.3% | +30.4% | -36.8% | -9.7% |
| 3M | +10.9% | +12.1% | -1.3% | +8.8% |
| 6M | +2.0% | +49.1% | -47.0% | -4.5% |
| YTD | +104.6% | +60.4% | +44.1% | +86.6% |
| 1Y | +94.5% | +78.3% | +16.2% | +73.5% |
| 3Y | +97.1% | +53.3% | +43.8% | +74.5% |
| 5Y | +151.6% | -27.0% | +178.6% | +163.5% |
| 10Y | +81.0% | +20.8% | +60.2% | +75.1% |
| All | +81.0% | +21.9% | +59.1% | +75.1% |
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