+471.1%
USO vs EOSE
-58.6%
+529.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.5% | +6.2% | +2.7% |
| 7D | +6.2% | +15.0% | -8.7% | +6.1% |
| 30D | +19.1% | +2.5% | +16.6% | +19.1% |
| 3M | +14.2% | -33.7% | +47.9% | +14.6% |
| 6M | +43.7% | -32.7% | +76.5% | +43.8% |
| YTD | +116.8% | -63.8% | +180.6% | +118.6% |
| 1Y | +104.3% | -40.5% | +144.9% | +103.4% |
| 3Y | +91.5% | +50.4% | +41.2% | +82.6% |
| 5Y | +214.1% | -68.6% | +282.6% | +204.7% |
| All | +471.1% | -58.6% | +529.7% | +472.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling