-73.2%
USO vs EAT
+968.0%
-1,041.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -1.9% | -4.0% | +2.1% | -1.5% |
| 30D | -5.2% | -2.9% | -2.3% | -5.1% |
| 3M | +16.4% | -16.9% | +33.3% | +18.2% |
| 6M | +2.5% | +57.0% | -54.5% | -3.4% |
| YTD | +110.5% | +38.2% | +72.3% | +99.2% |
| 1Y | +108.4% | +69.3% | +39.1% | +92.0% |
| 3Y | +99.6% | +483.0% | -383.3% | +53.4% |
| 5Y | +160.1% | +364.1% | -204.1% | +98.1% |
| 10Y | +86.3% | +320.8% | -234.5% | +26.1% |
| All | -73.2% | +968.0% | -1,041.2% | -86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling