-73.9%
USO vs ES
+631.2%
-705.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +9.5% | +0.3% | +9.2% | +9.4% |
| 30D | +23.6% | -2.0% | +25.5% | +24.0% |
| 3M | +3.8% | +1.7% | +2.1% | +3.3% |
| 6M | +55.0% | -3.5% | +58.6% | +55.4% |
| YTD | +105.3% | +7.9% | +97.4% | +101.1% |
| 1Y | +91.4% | +17.2% | +74.2% | +83.9% |
| 3Y | +84.6% | +29.3% | +55.2% | +70.8% |
| 5Y | +191.7% | -5.7% | +197.5% | +187.9% |
| 10Y | +73.3% | +85.2% | -11.9% | +34.3% |
| All | -73.9% | +631.2% | -705.1% | -86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling