+102.2%
USO vs EIX
+18.9%
+83.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.1% | -11.2% | -7.7% |
| 7D | -12.7% | +4.5% | -17.2% | -12.3% |
| 30D | +1.0% | +15.2% | -14.2% | +2.3% |
| 3M | +25.6% | -11.6% | +37.2% | +24.7% |
| 6M | -1.5% | -8.4% | +6.9% | -1.5% |
| YTD | +110.3% | +8.2% | +102.1% | +92.8% |
| 1Y | +102.2% | +16.6% | +85.6% | +82.7% |
| All | +102.2% | +18.9% | +83.2% | +82.7% |
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