+97.7%
USO vs EQX
+168.9%
-71.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.2% |
| 7D | +9.1% | -3.2% | +12.3% | +9.1% |
| 30D | +21.7% | +7.8% | +13.9% | +21.7% |
| 3M | +20.2% | +21.3% | -1.1% | +20.4% |
| 6M | +43.4% | -22.4% | +65.8% | +45.1% |
| YTD | +124.0% | -11.3% | +135.3% | +122.9% |
| 1Y | +112.2% | +13.5% | +98.7% | +106.0% |
| 3Y | +97.7% | +162.1% | -64.5% | +73.1% |
| All | +97.7% | +168.9% | -71.3% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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