+200.5%
USO vs ED
+71.7%
+128.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.9% |
| 7D | +3.6% | +0.5% | +3.0% | +3.6% |
| 30D | +23.8% | +1.1% | +22.7% | +23.8% |
| 3M | +8.1% | +4.6% | +3.4% | +8.1% |
| 6M | +34.3% | -2.0% | +36.2% | +34.4% |
| YTD | +111.1% | +11.7% | +99.5% | +112.1% |
| 1Y | +99.9% | +15.7% | +84.2% | +101.1% |
| 3Y | +86.5% | +34.4% | +52.1% | +84.9% |
| 5Y | +200.5% | +67.3% | +133.2% | +179.9% |
| All | +200.5% | +71.7% | +128.8% | +179.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling