+102.2%
USO vs ETHA
-27.9%
+130.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.2% | -5.4% | -2.2% |
| 7D | +9.1% | +3.5% | +5.7% | +9.1% |
| 30D | +21.7% | +35.3% | -13.6% | +21.8% |
| 3M | +20.2% | +50.9% | -30.6% | +20.3% |
| 6M | +43.4% | +22.1% | +21.2% | +43.1% |
| YTD | +124.0% | -14.6% | +138.6% | +126.7% |
| 1Y | +112.2% | -42.8% | +155.0% | +117.8% |
| All | +102.2% | -27.9% | +130.1% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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