-73.2%
USO vs ECL
+929.3%
-1,002.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.8% |
| 7D | -1.9% | +2.9% | -4.8% | -2.7% |
| 30D | -5.2% | +7.5% | -12.7% | -7.3% |
| 3M | +16.4% | +12.2% | +4.2% | +12.2% |
| 6M | +2.5% | +24.6% | -22.1% | -4.9% |
| YTD | +110.5% | +18.8% | +91.7% | +95.6% |
| 1Y | +108.4% | +19.3% | +89.1% | +93.2% |
| 3Y | +99.6% | +78.2% | +21.4% | +57.8% |
| 5Y | +160.1% | +38.8% | +121.3% | +119.7% |
| 10Y | +86.3% | +197.8% | -111.6% | +7.9% |
| All | -73.2% | +929.3% | -1,002.6% | -90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling