+159.6%
USO vs EIX
+18.4%
+141.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.3% |
| 7D | -1.9% | +1.4% | -3.3% | -1.9% |
| 30D | -5.2% | +8.5% | -13.7% | -5.5% |
| 3M | +16.4% | -13.5% | +29.9% | +16.8% |
| 6M | +2.5% | -12.4% | +14.8% | +2.6% |
| YTD | +110.5% | +5.9% | +104.6% | +106.4% |
| 1Y | +108.4% | +7.6% | +100.8% | +104.0% |
| 3Y | +99.6% | +12.8% | +86.9% | +88.9% |
| All | +159.6% | +18.4% | +141.3% | +136.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling