-50.1%
USO vs ESI
+207.0%
-257.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -0.7% |
| 7D | -2.7% | +1.8% | -4.5% | -3.2% |
| 30D | -6.3% | -6.6% | +0.3% | -5.4% |
| 3M | +10.9% | -9.4% | +20.2% | +12.0% |
| 6M | +2.0% | -24.1% | +26.1% | +5.7% |
| YTD | +104.6% | +37.1% | +67.4% | +81.2% |
| 1Y | +94.5% | +24.5% | +70.0% | +76.0% |
| 3Y | +97.1% | +83.2% | +13.9% | +57.6% |
| 5Y | +151.6% | +44.0% | +107.7% | +108.3% |
| 10Y | +81.0% | +332.8% | -251.8% | +3.2% |
| All | -50.1% | +207.0% | -257.0% | -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