+86.1%
USO vs EIX
+21.5%
+64.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.2% | +6.8% | +5.8% |
| 7D | +11.5% | +0.8% | +10.7% | +11.3% |
| 30D | +24.1% | -18.8% | +42.9% | +26.6% |
| 3M | +17.9% | -19.7% | +37.6% | +20.4% |
| 6M | +49.6% | -18.2% | +67.8% | +51.9% |
| YTD | +129.0% | -1.7% | +130.8% | +125.1% |
| 1Y | +112.0% | +7.8% | +104.2% | +105.0% |
| 3Y | +102.3% | -5.6% | +107.9% | +96.5% |
| 5Y | +224.5% | +23.7% | +200.9% | +195.2% |
| All | +86.1% | +21.5% | +64.6% | +64.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling