+82.0%
USO vs EFX
+42.6%
+39.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.2% |
| 7D | +9.1% | -4.5% | +13.7% | +9.5% |
| 30D | +21.7% | -6.1% | +27.8% | +22.1% |
| 3M | +20.2% | +6.2% | +14.0% | +19.1% |
| 6M | +43.4% | -11.2% | +54.6% | +44.0% |
| YTD | +124.0% | -21.4% | +145.4% | +127.4% |
| 1Y | +112.2% | -34.3% | +146.5% | +119.7% |
| 3Y | +97.7% | -12.5% | +110.2% | +94.0% |
| 5Y | +217.4% | -35.6% | +253.0% | +223.6% |
| All | +82.0% | +42.6% | +39.4% | +74.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling