+214.1%
USO vs ENB
+68.4%
+145.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +3.1% |
| 7D | +6.2% | -0.3% | +6.6% | +6.4% |
| 30D | +19.1% | -1.1% | +20.2% | +19.8% |
| 3M | +14.2% | -8.5% | +22.7% | +20.2% |
| 6M | +43.7% | -4.5% | +48.3% | +47.4% |
| YTD | +116.8% | +9.1% | +107.8% | +105.8% |
| 1Y | +104.3% | +8.0% | +96.4% | +94.8% |
| 3Y | +91.5% | +77.8% | +13.7% | +27.1% |
| 5Y | +214.1% | +69.4% | +144.7% | +112.5% |
| All | +214.1% | +68.4% | +145.6% | +112.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling