-73.9%
USO vs ED
+492.2%
-566.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.3% | +0.1% |
| 7D | +9.5% | -0.2% | +9.6% | +9.5% |
| 30D | +23.6% | -0.1% | +23.7% | +23.6% |
| 3M | +3.8% | +3.9% | -0.1% | +3.3% |
| 6M | +55.0% | -3.0% | +58.1% | +55.6% |
| YTD | +105.3% | +10.7% | +94.6% | +102.9% |
| 1Y | +91.4% | +13.3% | +78.0% | +88.5% |
| 3Y | +84.6% | +34.5% | +50.1% | +76.1% |
| 5Y | +191.7% | +67.1% | +124.6% | +167.6% |
| 10Y | +73.3% | +103.0% | -29.8% | +48.0% |
| All | -73.9% | +492.2% | -566.1% | -84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling