+205.8%
USO vs ESI
+76.5%
+129.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.9% |
| 7D | +3.6% | +5.4% | -1.8% | +3.6% |
| 30D | +23.8% | -4.2% | +28.0% | +23.7% |
| 3M | +8.1% | -9.6% | +17.7% | +8.1% |
| 6M | +34.3% | +18.3% | +15.9% | +32.5% |
| YTD | +111.1% | +45.8% | +65.3% | +102.6% |
| 1Y | +99.9% | +39.2% | +60.8% | +92.5% |
| 3Y | +86.5% | +86.3% | +0.2% | +71.7% |
| All | +205.8% | +76.5% | +129.3% | +166.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling