+86.3%
USO vs ENB
+77.6%
+8.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.6% |
| 7D | +3.6% | -0.5% | +4.0% | +3.7% |
| 30D | +23.8% | -0.2% | +24.0% | +23.8% |
| 3M | +8.1% | -7.5% | +15.6% | +10.5% |
| 6M | +34.3% | -4.1% | +38.4% | +36.3% |
| YTD | +111.1% | +9.8% | +101.3% | +108.1% |
| 1Y | +99.9% | +8.7% | +91.2% | +97.3% |
| All | +86.3% | +77.6% | +8.7% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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