+82.0%
USO vs ET
+177.0%
-95.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.8% |
| 7D | +9.1% | +0.2% | +8.9% | +9.0% |
| 30D | +21.7% | +2.9% | +18.8% | +19.9% |
| 3M | +20.2% | +16.8% | +3.4% | +11.3% |
| 6M | +43.4% | +18.9% | +24.5% | +31.8% |
| YTD | +124.0% | +37.7% | +86.3% | +91.2% |
| 1Y | +112.2% | +32.4% | +79.8% | +84.7% |
| 3Y | +97.7% | +99.5% | -1.8% | +37.5% |
| 5Y | +217.4% | +244.0% | -26.5% | +65.9% |
| All | +82.0% | +177.0% | -95.0% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling