+104.3%
USO vs ES
+17.2%
+87.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +2.5% |
| 7D | +6.2% | 0.0% | +6.2% | +6.2% |
| 30D | +19.1% | -1.0% | +20.1% | +18.9% |
| 3M | +14.2% | +1.5% | +12.7% | +14.2% |
| 6M | +43.7% | -3.5% | +47.2% | +44.5% |
| YTD | +116.8% | +7.0% | +109.9% | +115.1% |
| 1Y | +104.3% | +15.3% | +89.0% | +115.8% |
| All | +104.3% | +17.2% | +87.2% | +115.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling