+97.7%
USO vs EOSE
+42.6%
+55.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.2% |
| 7D | +9.1% | +1.8% | +7.3% | +9.1% |
| 30D | +21.7% | -6.8% | +28.5% | +21.7% |
| 3M | +20.2% | -36.3% | +56.5% | +20.5% |
| 6M | +43.4% | -38.8% | +82.1% | +43.6% |
| YTD | +124.0% | -65.5% | +189.5% | +125.6% |
| 1Y | +112.2% | -45.3% | +157.5% | +111.5% |
| 3Y | +97.7% | +44.2% | +53.5% | +90.1% |
| All | +97.7% | +42.6% | +55.1% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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