+102.2%
USO vs EFX
-7.5%
+109.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.4% | -10.5% | -7.6% |
| 7D | -12.7% | +9.2% | -21.9% | -11.2% |
| 30D | +1.0% | +34.8% | -33.8% | +7.3% |
| 3M | +25.6% | +8.8% | +16.8% | +27.3% |
| 6M | -1.5% | +12.3% | -13.8% | +1.5% |
| YTD | +110.3% | -10.6% | +120.9% | +112.5% |
| 1Y | +102.2% | -6.7% | +108.9% | +103.9% |
| All | +102.2% | -7.5% | +109.7% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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