+90.6%
USO vs ETHA
-29.6%
+120.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.9% |
| 7D | +3.6% | +2.7% | +0.9% | +3.6% |
| 30D | +23.8% | +29.4% | -5.6% | +23.9% |
| 3M | +8.1% | +47.2% | -39.1% | +8.1% |
| 6M | +34.3% | +25.4% | +8.9% | +33.7% |
| YTD | +111.1% | -16.5% | +127.7% | +113.7% |
| 1Y | +99.9% | -42.3% | +142.3% | +104.9% |
| All | +90.6% | -29.6% | +120.2% | +84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling