-73.2%
USO vs EFV
+189.3%
-262.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.3% |
| 7D | +3.6% | +1.0% | +2.6% | +2.9% |
| 30D | +23.8% | +0.2% | +23.6% | +23.5% |
| 3M | +8.1% | +9.6% | -1.6% | +1.6% |
| 6M | +34.3% | +14.0% | +20.2% | +21.1% |
| YTD | +111.1% | +18.5% | +92.7% | +85.0% |
| 1Y | +99.9% | +27.9% | +72.0% | +66.4% |
| 3Y | +86.5% | +92.4% | -5.9% | +16.6% |
| 5Y | +200.5% | +97.2% | +103.4% | +83.3% |
| 10Y | +66.5% | +163.0% | -96.5% | -15.5% |
| All | -73.2% | +189.3% | -262.4% | -88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling