+112.2%
USO vs EFV
+27.7%
+84.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -0.7% |
| 7D | +9.1% | -0.8% | +9.9% | +8.0% |
| 30D | +21.7% | +0.6% | +21.0% | +23.0% |
| 3M | +20.2% | +7.5% | +12.7% | +32.8% |
| 6M | +43.4% | +13.0% | +30.3% | +73.5% |
| YTD | +124.0% | +18.3% | +105.7% | +162.6% |
| 1Y | +112.2% | +26.7% | +85.5% | +145.3% |
| All | +112.2% | +27.7% | +84.5% | +145.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling