+102.2%
USO vs ESI
+27.8%
+74.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -4.6% | -3.4% | -9.5% |
| 7D | -12.7% | -6.6% | -6.1% | -14.7% |
| 30D | +1.0% | -10.9% | +11.9% | -2.6% |
| 3M | +25.6% | -13.8% | +39.4% | +20.9% |
| 6M | -1.5% | -21.5% | +20.1% | -5.6% |
| YTD | +110.3% | +34.7% | +75.6% | +129.5% |
| 1Y | +102.2% | +24.9% | +77.3% | +121.1% |
| All | +102.2% | +27.8% | +74.3% | +121.1% |
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