+102.2%
USO vs EFA
+16.9%
+85.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.6% | -10.6% | -4.2% |
| 7D | -12.7% | +2.0% | -14.7% | -9.7% |
| 30D | +1.0% | +1.6% | -0.6% | +3.9% |
| 3M | +25.6% | -1.5% | +27.1% | +24.1% |
| 6M | -1.5% | +6.6% | -8.1% | +11.1% |
| YTD | +110.3% | +11.8% | +98.4% | +145.6% |
| 1Y | +102.2% | +16.9% | +85.3% | +138.5% |
| All | +102.2% | +16.9% | +85.3% | +138.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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