+160.9%
USO vs EAT
+355.7%
-194.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.8% | +3.2% |
| 7D | -1.4% | -7.1% | +5.6% | -1.7% |
| 30D | -4.6% | -2.3% | -2.2% | -4.6% |
| 3M | +14.7% | -19.6% | +34.4% | +14.1% |
| 6M | +1.2% | +46.0% | -44.8% | +2.4% |
| YTD | +111.2% | +37.7% | +73.5% | +113.1% |
| 1Y | +109.3% | +73.8% | +35.5% | +110.5% |
| 3Y | +103.5% | +482.1% | -378.6% | +110.0% |
| 5Y | +160.9% | +362.5% | -201.5% | +197.7% |
| All | +160.9% | +355.7% | -194.8% | +197.7% |
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