+82.0%
USO vs ECL
+160.1%
-78.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.4% |
| 7D | +9.1% | -1.1% | +10.2% | +9.2% |
| 30D | +21.7% | -0.8% | +22.5% | +21.7% |
| 3M | +20.2% | +5.0% | +15.2% | +19.1% |
| 6M | +43.4% | +0.2% | +43.1% | +42.5% |
| YTD | +124.0% | +5.8% | +118.2% | +119.8% |
| 1Y | +112.2% | +1.5% | +110.6% | +109.6% |
| 3Y | +97.7% | +55.0% | +42.7% | +75.3% |
| 5Y | +217.4% | +29.3% | +188.1% | +196.3% |
| All | +82.0% | +160.1% | -78.1% | +39.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling