+102.1%
USO vs EFX
-12.7%
+114.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | +11.5% | -11.1% | +22.6% | +10.8% |
| 30D | +24.1% | -7.4% | +31.5% | +23.6% |
| 3M | +17.9% | +1.5% | +16.4% | +18.1% |
| 6M | +49.6% | -13.7% | +63.3% | +49.7% |
| YTD | +129.0% | -21.9% | +150.9% | +130.0% |
| 1Y | +112.0% | -30.8% | +142.8% | +114.1% |
| All | +102.1% | -12.7% | +114.8% | +105.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling