+97.0%
USO vs ED
+47.3%
+49.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | -10.6% | +2.1% | -12.7% | -10.3% |
| 30D | -4.6% | +12.4% | -17.0% | -3.4% |
| 3M | +12.3% | +13.1% | -0.8% | +13.8% |
| 6M | +5.9% | +14.1% | -8.2% | +7.7% |
| YTD | +104.5% | +23.1% | +81.5% | +112.4% |
| 1Y | +97.3% | +25.4% | +71.9% | +106.0% |
| 3Y | +97.0% | +47.9% | +49.2% | +118.0% |
| All | +97.0% | +47.3% | +49.8% | +118.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling