+34.4%
USO vs EQH
+234.7%
-200.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.5% |
| 7D | +9.1% | +0.7% | +8.4% | +8.9% |
| 30D | +21.7% | +2.8% | +18.8% | +20.7% |
| 3M | +20.2% | +23.1% | -2.9% | +13.9% |
| 6M | +43.4% | +41.4% | +2.0% | +29.8% |
| YTD | +124.0% | +14.3% | +109.7% | +113.6% |
| 1Y | +112.2% | +1.6% | +110.6% | +108.4% |
| 3Y | +97.7% | +102.7% | -5.1% | +53.4% |
| 5Y | +217.4% | +104.5% | +112.9% | +137.0% |
| All | +34.4% | +234.7% | -200.3% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 10y: compounded portfolio wealth divided by compounded EQH 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…
10y analysis · Full analysis span regression · 6 months rolling