+82.0%
USO vs EFA
+146.6%
-64.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.7% |
| 7D | +9.1% | -1.5% | +10.6% | +9.8% |
| 30D | +21.7% | -1.7% | +23.3% | +22.5% |
| 3M | +20.2% | +3.5% | +16.7% | +17.7% |
| 6M | +43.4% | +9.5% | +33.9% | +33.9% |
| YTD | +124.0% | +12.9% | +111.1% | +104.1% |
| 1Y | +112.2% | +18.2% | +94.0% | +87.4% |
| 3Y | +97.7% | +64.8% | +32.8% | +36.3% |
| 5Y | +217.4% | +53.9% | +163.5% | +129.0% |
| All | +82.0% | +146.6% | -64.6% | -3.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling