-73.2%
USO vs ENB
+775.1%
-848.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.4% |
| 7D | +3.6% | -0.5% | +4.0% | +3.9% |
| 30D | +23.8% | -0.2% | +24.0% | +23.9% |
| 3M | +8.1% | -7.5% | +15.6% | +13.7% |
| 6M | +34.3% | -4.1% | +38.4% | +37.5% |
| YTD | +111.1% | +9.8% | +101.3% | +98.0% |
| 1Y | +99.9% | +8.7% | +91.2% | +88.4% |
| 3Y | +86.5% | +79.0% | +7.5% | +24.0% |
| 5Y | +200.5% | +69.1% | +131.4% | +107.6% |
| 10Y | +66.5% | +96.5% | -29.9% | +1.4% |
| All | -73.2% | +775.1% | -848.3% | -93.3% |
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