+100.3%
USO vs EAT
+474.6%
-374.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.8% | +3.2% |
| 7D | -1.4% | -7.1% | +5.6% | -1.8% |
| 30D | -4.6% | -2.3% | -2.2% | -4.6% |
| 3M | +14.7% | -19.6% | +34.4% | +13.8% |
| 6M | +1.2% | +46.0% | -44.8% | +3.0% |
| YTD | +111.2% | +37.7% | +73.5% | +113.8% |
| 1Y | +109.3% | +73.8% | +35.5% | +109.6% |
| All | +100.3% | +474.6% | -374.3% | +116.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling