+94.0%
USO vs SWKS
+2.3%
+91.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -10.6% | -3.1% | -7.4% | -10.5% |
| 30D | -4.6% | +8.3% | -12.9% | -4.7% |
| 3M | +12.3% | +20.2% | -7.9% | +11.7% |
| 6M | +5.9% | +24.9% | -19.0% | +5.2% |
| YTD | +104.5% | +33.2% | +71.4% | +102.7% |
| 1Y | +97.3% | +23.6% | +73.8% | +96.9% |
| All | +94.0% | +2.3% | +91.7% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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