+91.4%
USO vs EIX
+7.5%
+83.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | +9.5% | -19.1% | +28.5% | +7.5% |
| 30D | +23.6% | -16.9% | +40.5% | +21.6% |
| 3M | +3.8% | -20.0% | +23.8% | +2.1% |
| 6M | +55.0% | -21.3% | +76.4% | +52.6% |
| YTD | +105.3% | -1.7% | +107.0% | +93.7% |
| 1Y | +91.4% | +9.6% | +81.8% | +78.7% |
| All | +91.4% | +7.5% | +83.9% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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