-73.9%
USO vs SWKS
+1,206.4%
-1,280.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.6% |
| 7D | +9.5% | +12.5% | -3.1% | +7.7% |
| 30D | +23.6% | +10.5% | +13.1% | +21.8% |
| 3M | +3.8% | -7.4% | +11.2% | +4.3% |
| 6M | +55.0% | +32.7% | +22.4% | +46.9% |
| YTD | +105.3% | +19.2% | +86.1% | +97.0% |
| 1Y | +91.4% | +2.4% | +89.0% | +87.2% |
| 3Y | +84.6% | -25.6% | +110.2% | +84.0% |
| 5Y | +191.7% | -53.4% | +245.2% | +206.5% |
| 10Y | +73.3% | +23.2% | +50.1% | +51.5% |
| All | -73.9% | +1,206.4% | -1,280.3% | -83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling