-73.2%
USO vs EFX
+480.4%
-553.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.1% | +5.9% | +3.5% |
| 7D | +3.6% | -7.8% | +11.4% | +5.2% |
| 30D | +23.8% | -5.7% | +29.5% | +25.0% |
| 3M | +8.1% | +2.5% | +5.5% | +6.4% |
| 6M | +34.3% | -16.7% | +50.9% | +37.4% |
| YTD | +111.1% | -20.2% | +131.3% | +117.0% |
| 1Y | +99.9% | -31.4% | +131.3% | +112.3% |
| 3Y | +86.5% | -10.5% | +97.0% | +78.9% |
| 5Y | +200.5% | -35.2% | +235.7% | +206.5% |
| 10Y | +66.5% | +40.2% | +26.4% | +25.8% |
| All | -73.2% | +480.4% | -553.5% | -89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling