+224.5%
USO vs SYY
+20.0%
+204.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.9% | +4.7% | +5.6% |
| 7D | +11.5% | +1.5% | +9.9% | +11.5% |
| 30D | +24.1% | -2.3% | +26.4% | +24.0% |
| 3M | +17.9% | +5.5% | +12.4% | +18.0% |
| 6M | +49.6% | -1.0% | +50.6% | +50.4% |
| YTD | +129.0% | +14.1% | +114.9% | +127.8% |
| 1Y | +112.0% | +5.6% | +106.4% | +111.7% |
| 3Y | +102.3% | +27.9% | +74.4% | +97.3% |
| 5Y | +224.5% | +22.7% | +201.8% | +197.2% |
| All | +224.5% | +20.0% | +204.6% | +197.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 5y: compounded portfolio wealth divided by compounded SYY 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…
5y analysis · Full analysis span regression · 6 months rolling