-73.9%
USO vs ECL
+827.0%
-901.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +9.5% | -2.6% | +12.1% | +10.2% |
| 30D | +23.6% | -2.2% | +25.7% | +24.2% |
| 3M | +3.8% | +10.1% | -6.3% | +0.2% |
| 6M | +55.0% | -5.7% | +60.8% | +55.5% |
| YTD | +105.3% | +7.0% | +98.3% | +97.2% |
| 1Y | +91.4% | +2.7% | +88.7% | +85.7% |
| 3Y | +84.6% | +57.7% | +26.8% | +51.2% |
| 5Y | +191.7% | +31.1% | +160.6% | +149.1% |
| 10Y | +73.3% | +150.9% | -77.6% | +7.0% |
| All | -73.9% | +827.0% | -901.0% | -90.1% |
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