+76.1%
USO vs ES
+87.3%
-11.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -10.6% | +0.9% | -11.4% | -10.6% |
| 30D | -4.6% | +5.9% | -10.5% | -4.8% |
| 3M | +12.3% | -1.0% | +13.4% | +12.4% |
| 6M | +5.9% | +7.2% | -1.3% | +5.3% |
| YTD | +104.5% | +7.0% | +97.5% | +103.1% |
| 1Y | +97.3% | +0.5% | +96.9% | +96.7% |
| 3Y | +97.0% | +48.7% | +48.4% | +89.0% |
| 5Y | +151.2% | +1.9% | +149.2% | +149.4% |
| 10Y | +76.1% | +89.2% | -13.0% | +92.2% |
| All | +76.1% | +87.3% | -11.2% | +92.2% |
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