+91.4%
USO vs EIX
-4.8%
+96.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.2% | +5.9% | +2.6% |
| 7D | +6.2% | +4.1% | +2.2% | +6.4% |
| 30D | +19.1% | -15.3% | +34.4% | +18.1% |
| 3M | +14.2% | -18.4% | +32.7% | +13.2% |
| 6M | +43.7% | -16.8% | +60.6% | +42.4% |
| YTD | +116.8% | -0.6% | +117.4% | +114.4% |
| 1Y | +104.3% | +10.7% | +93.7% | +102.4% |
| All | +91.4% | -4.8% | +96.1% | +96.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling