+213.1%
USO vs EFA
+52.4%
+160.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.2% |
| 7D | +9.1% | -1.5% | +10.6% | +9.2% |
| 30D | +21.7% | -1.7% | +23.3% | +21.8% |
| 3M | +20.2% | +3.5% | +16.7% | +19.8% |
| 6M | +43.4% | +9.5% | +33.9% | +41.1% |
| YTD | +124.0% | +12.9% | +111.1% | +117.4% |
| 1Y | +112.2% | +18.2% | +94.0% | +102.5% |
| 3Y | +97.7% | +64.8% | +32.8% | +63.1% |
| All | +213.1% | +52.4% | +160.6% | +178.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling