+73.5%
USO vs ES
+82.6%
-9.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.9% |
| 7D | -9.1% | -0.1% | -9.0% | -9.1% |
| 30D | -3.7% | +5.7% | -9.5% | -4.0% |
| 3M | +20.9% | -2.8% | +23.7% | +21.0% |
| 6M | +6.8% | +7.0% | -0.2% | +6.2% |
| YTD | +106.3% | +6.8% | +99.5% | +104.8% |
| 1Y | +100.2% | -0.5% | +100.7% | +99.7% |
| 3Y | +103.1% | +47.2% | +55.9% | +94.9% |
| 5Y | +146.1% | +2.3% | +143.8% | +144.3% |
| 10Y | +73.5% | +85.6% | -12.2% | +83.0% |
| All | +73.5% | +82.6% | -9.1% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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