-72.4%
USO vs ET
+1,401.7%
-1,474.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.4% |
| 7D | +6.2% | +0.6% | +5.6% | +6.0% |
| 30D | +19.1% | +5.3% | +13.8% | +16.9% |
| 3M | +14.2% | +15.6% | -1.4% | +8.5% |
| 6M | +43.7% | +20.6% | +23.1% | +34.7% |
| YTD | +116.8% | +38.5% | +78.3% | +93.4% |
| 1Y | +104.3% | +35.7% | +68.6% | +83.6% |
| 3Y | +91.5% | +98.4% | -6.8% | +49.0% |
| 5Y | +214.1% | +245.3% | -31.2% | +100.2% |
| 10Y | +77.0% | +173.7% | -96.7% | +13.5% |
| All | -72.4% | +1,401.7% | -1,474.1% | -92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling