+91.4%
USO vs EAT
+587.9%
-496.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.2% | +5.9% | +2.6% |
| 7D | +6.2% | -6.8% | +13.0% | +5.9% |
| 30D | +19.1% | -5.4% | +24.5% | +18.9% |
| 3M | +14.2% | +42.8% | -28.5% | +16.1% |
| 6M | +43.7% | +56.5% | -12.8% | +46.1% |
| YTD | +116.8% | +50.0% | +66.8% | +120.3% |
| 1Y | +104.3% | +38.3% | +66.1% | +108.9% |
| All | +91.4% | +587.9% | -496.5% | +111.2% |
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 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