+224.5%
USO vs EAT
+308.2%
-83.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.3% | +5.9% | +5.6% |
| 7D | +11.5% | -6.2% | +17.7% | +11.3% |
| 30D | +24.1% | -3.0% | +27.1% | +24.1% |
| 3M | +17.9% | +45.6% | -27.7% | +19.0% |
| 6M | +49.6% | +53.5% | -3.9% | +51.0% |
| YTD | +129.0% | +49.6% | +79.4% | +131.0% |
| 1Y | +112.0% | +38.9% | +73.1% | +114.4% |
| 3Y | +102.3% | +589.7% | -487.4% | +106.5% |
| 5Y | +224.5% | +318.7% | -94.1% | +241.3% |
| All | +224.5% | +308.2% | -83.6% | +241.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling