+82.0%
USO vs ETR
+296.9%
-214.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | +9.1% | -1.8% | +10.9% | +9.4% |
| 30D | +21.7% | -1.8% | +23.4% | +22.0% |
| 3M | +20.2% | -3.6% | +23.8% | +20.8% |
| 6M | +43.4% | +2.6% | +40.7% | +42.3% |
| YTD | +124.0% | +16.0% | +108.0% | +117.0% |
| 1Y | +112.2% | +20.1% | +92.1% | +104.2% |
| 3Y | +97.7% | +143.6% | -45.9% | +63.4% |
| 5Y | +217.4% | +124.4% | +93.1% | +165.4% |
| All | +82.0% | +296.9% | -214.9% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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