-73.2%
USO vs ENB
+738.2%
-811.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.7% |
| 7D | -1.9% | +3.1% | -5.0% | -3.8% |
| 30D | -5.2% | +2.1% | -7.3% | -6.5% |
| 3M | +16.4% | -4.4% | +20.9% | +19.5% |
| 6M | +2.5% | -10.1% | +12.5% | +9.4% |
| YTD | +110.5% | +5.2% | +105.3% | +102.4% |
| 1Y | +108.4% | +4.2% | +104.2% | +101.4% |
| 3Y | +99.6% | +70.1% | +29.6% | +37.1% |
| 5Y | +160.1% | +59.4% | +100.7% | +86.1% |
| 10Y | +86.3% | +109.5% | -23.3% | +8.4% |
| All | -73.2% | +738.2% | -811.5% | -93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling