+213.1%
USO vs EQH
+102.2%
+110.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.3% |
| 7D | +9.1% | +0.7% | +8.4% | +9.0% |
| 30D | +21.7% | +2.8% | +18.8% | +21.4% |
| 3M | +20.2% | +23.1% | -2.9% | +17.9% |
| 6M | +43.4% | +41.4% | +2.0% | +37.8% |
| YTD | +124.0% | +14.3% | +109.7% | +122.0% |
| 1Y | +112.2% | +1.6% | +110.6% | +114.2% |
| 3Y | +97.7% | +102.7% | -5.1% | +73.3% |
| All | +213.1% | +102.2% | +110.8% | +157.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling