+98.1%
USO vs SWK
+46.0%
+52.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -12.1% | +11.0% | -23.1% | -10.6% |
| 30D | +3.1% | +30.1% | -26.9% | +6.7% |
| 3M | +24.9% | +14.7% | +10.2% | +27.6% |
| 6M | +10.8% | +44.5% | -33.7% | +15.7% |
| YTD | +114.6% | +59.4% | +55.2% | +124.6% |
| 1Y | +109.4% | +77.5% | +31.9% | +117.4% |
| 3Y | +98.1% | +49.5% | +48.7% | +99.0% |
| All | +98.1% | +46.0% | +52.1% | +99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling