+86.1%
USO vs EAT
+379.9%
-293.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.3% | +5.9% | +5.6% |
| 7D | +11.5% | -6.2% | +17.7% | +12.1% |
| 30D | +24.1% | -3.0% | +27.1% | +24.3% |
| 3M | +17.9% | +45.6% | -27.7% | +13.1% |
| 6M | +49.6% | +53.5% | -3.9% | +41.5% |
| YTD | +129.0% | +49.6% | +79.4% | +116.5% |
| 1Y | +112.0% | +38.9% | +73.1% | +101.2% |
| 3Y | +102.3% | +589.7% | -487.4% | +52.0% |
| 5Y | +224.5% | +318.7% | -94.1% | +152.8% |
| All | +86.1% | +379.9% | -293.8% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling