+91.4%
USO vs ESI
+44.5%
+46.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | +0.7% |
| 7D | +9.5% | +3.3% | +6.1% | +10.5% |
| 30D | +23.6% | -5.9% | +29.4% | +21.7% |
| 3M | +3.8% | -14.1% | +17.9% | +1.4% |
| 6M | +55.0% | +6.6% | +48.5% | +68.6% |
| YTD | +105.3% | +45.0% | +60.2% | +119.1% |
| 1Y | +91.4% | +41.5% | +49.9% | +106.0% |
| All | +91.4% | +44.5% | +46.8% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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