-48.6%
USO vs ESI
+198.2%
-246.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -1.9% | +5.5% | -7.4% | -3.0% |
| 30D | -5.2% | -7.8% | +2.6% | -4.1% |
| 3M | +16.4% | -15.0% | +31.4% | +19.1% |
| 6M | +2.5% | -24.9% | +27.4% | +6.3% |
| YTD | +110.5% | +33.2% | +77.3% | +87.5% |
| 1Y | +108.4% | +24.9% | +83.5% | +88.1% |
| 3Y | +99.6% | +77.8% | +21.9% | +60.6% |
| 5Y | +160.1% | +37.1% | +122.9% | +117.6% |
| 10Y | +86.3% | +320.5% | -234.3% | +6.7% |
| All | -48.6% | +198.2% | -246.8% | -67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling