-49.9%
USO vs ESI
+224.6%
-274.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.7% |
| 7D | +9.5% | +3.3% | +6.1% | +8.7% |
| 30D | +23.6% | -5.9% | +29.4% | +24.8% |
| 3M | +3.8% | -14.1% | +17.9% | +5.9% |
| 6M | +55.0% | +6.6% | +48.5% | +48.1% |
| YTD | +105.3% | +45.0% | +60.2% | +81.2% |
| 1Y | +91.4% | +41.5% | +49.9% | +69.2% |
| 3Y | +84.6% | +78.8% | +5.8% | +49.8% |
| 5Y | +191.7% | +70.9% | +120.9% | +132.1% |
| 10Y | +73.3% | +317.1% | -243.8% | +0.3% |
| All | -49.9% | +224.6% | -274.5% | -68.2% |
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