+100.3%
USO vs ECL
+77.0%
+23.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.1% | +4.4% | +2.7% |
| 7D | -1.4% | -0.5% | -1.0% | -1.6% |
| 30D | -4.6% | +6.6% | -11.1% | -1.6% |
| 3M | +14.7% | +9.6% | +5.1% | +20.0% |
| 6M | +1.2% | +21.6% | -20.4% | +10.7% |
| YTD | +111.2% | +16.9% | +94.3% | +127.5% |
| 1Y | +109.3% | +17.9% | +91.4% | +125.6% |
| All | +100.3% | +77.0% | +23.3% | +129.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling