-72.4%
USO vs EFA
+195.6%
-268.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +3.4% |
| 7D | +6.2% | -0.5% | +6.7% | +6.5% |
| 30D | +19.1% | -1.3% | +20.4% | +19.9% |
| 3M | +14.2% | +5.2% | +9.0% | +10.1% |
| 6M | +43.7% | +9.4% | +34.4% | +32.6% |
| YTD | +116.8% | +12.7% | +104.1% | +95.3% |
| 1Y | +104.3% | +19.3% | +85.1% | +77.1% |
| 3Y | +91.5% | +66.3% | +25.2% | +30.9% |
| 5Y | +214.1% | +53.4% | +160.7% | +123.4% |
| 10Y | +77.0% | +144.4% | -67.4% | -7.4% |
| All | -72.4% | +195.6% | -268.1% | -88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling