+195.5%
USO vs ES
-5.6%
+201.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | +9.5% | +0.3% | +9.2% | +9.4% |
| 30D | +23.6% | -2.0% | +25.5% | +23.6% |
| 3M | +3.8% | +1.7% | +2.1% | +3.7% |
| 6M | +55.0% | -3.5% | +58.6% | +55.3% |
| YTD | +105.3% | +7.9% | +97.4% | +104.1% |
| 1Y | +91.4% | +17.2% | +74.2% | +89.6% |
| 3Y | +84.6% | +29.3% | +55.2% | +80.6% |
| All | +195.5% | -5.6% | +201.1% | +203.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling