-71.5%
USO vs SYK
+705.9%
-777.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-11.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.7% |
| 7D | +9.1% | -9.1% | +18.2% | +11.5% |
| 30D | +21.7% | -20.6% | +42.3% | +28.6% |
| 3M | +20.2% | -9.6% | +29.8% | +21.9% |
| 6M | +43.4% | -19.9% | +63.2% | +49.3% |
| YTD | +124.0% | -21.2% | +145.1% | +133.3% |
| 1Y | +112.2% | -28.4% | +140.6% | +126.9% |
| 3Y | +97.7% | -5.3% | +103.0% | +89.9% |
| 5Y | +217.4% | +6.0% | +211.4% | +186.3% |
| 10Y | +82.8% | +178.4% | -95.6% | +14.0% |
| All | -71.5% | +705.9% | -777.4% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 1990-01-01 to 2026-09-11: compounded portfolio wealth divided by compounded SYK 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…
1990-01-01 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling