+91.4%
USO vs ECL
+3.0%
+88.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | 0.0% |
| 7D | +9.5% | -2.6% | +12.1% | +7.0% |
| 30D | +23.6% | -2.2% | +25.7% | +21.4% |
| 3M | +3.8% | +10.1% | -6.3% | +14.2% |
| 6M | +55.0% | -5.7% | +60.8% | +63.3% |
| YTD | +105.3% | +7.0% | +98.3% | +117.3% |
| 1Y | +91.4% | +2.7% | +88.7% | +104.4% |
| All | +91.4% | +3.0% | +88.3% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling