+82.0%
USO vs EFV
+169.9%
-87.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.8% |
| 7D | +9.1% | -0.8% | +9.9% | +9.6% |
| 30D | +21.7% | +0.6% | +21.0% | +21.1% |
| 3M | +20.2% | +7.5% | +12.7% | +14.8% |
| 6M | +43.4% | +13.0% | +30.3% | +30.6% |
| YTD | +124.0% | +18.3% | +105.7% | +96.7% |
| 1Y | +112.2% | +26.7% | +85.5% | +77.3% |
| 3Y | +97.7% | +89.6% | +8.1% | +20.6% |
| 5Y | +217.4% | +98.2% | +119.2% | +84.9% |
| All | +82.0% | +169.9% | -87.9% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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