-73.2%
USO vs SYY
+353.6%
-426.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.1% | +2.9% |
| 7D | +3.6% | -2.8% | +6.3% | +4.2% |
| 30D | +23.8% | -5.3% | +29.1% | +25.3% |
| 3M | +8.1% | +5.1% | +3.0% | +6.6% |
| 6M | +34.3% | -5.0% | +39.2% | +34.6% |
| YTD | +111.1% | +10.7% | +100.5% | +103.2% |
| 1Y | +99.9% | +0.7% | +99.3% | +96.7% |
| 3Y | +86.5% | +24.0% | +62.5% | +71.2% |
| 5Y | +200.5% | +19.3% | +181.3% | +173.1% |
| 10Y | +66.5% | +96.4% | -29.9% | +22.4% |
| All | -73.2% | +353.6% | -426.7% | -85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling