+102.2%
USO vs ED
+27.1%
+75.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.0% | -11.1% | -8.6% |
| 7D | -12.7% | +5.4% | -18.1% | -13.8% |
| 30D | +1.0% | +16.4% | -15.4% | -3.2% |
| 3M | +25.6% | +11.9% | +13.7% | +21.8% |
| 6M | -1.5% | +11.6% | -13.0% | -3.6% |
| YTD | +110.3% | +24.1% | +86.1% | +101.5% |
| 1Y | +102.2% | +26.9% | +75.3% | +93.0% |
| All | +102.2% | +27.1% | +75.0% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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