-74.0%
USO vs ED
+558.3%
-632.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -10.6% | +2.1% | -12.7% | -10.8% |
| 30D | -4.6% | +12.4% | -17.0% | -5.9% |
| 3M | +12.3% | +13.1% | -0.8% | +10.6% |
| 6M | +5.9% | +14.1% | -8.2% | +4.1% |
| YTD | +104.5% | +23.1% | +81.5% | +99.4% |
| 1Y | +97.3% | +25.4% | +71.9% | +92.0% |
| 3Y | +97.0% | +47.9% | +49.2% | +85.9% |
| 5Y | +151.2% | +81.9% | +69.3% | +128.2% |
| 10Y | +76.1% | +141.3% | -65.2% | +46.0% |
| All | -74.0% | +558.3% | -632.3% | -84.3% |
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