-73.9%
USO vs ETR
+591.4%
-665.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +9.5% | +1.4% | +8.0% | +9.0% |
| 30D | +23.6% | +1.0% | +22.6% | +23.2% |
| 3M | +3.8% | -1.3% | +5.1% | +3.9% |
| 6M | +55.0% | +1.9% | +53.2% | +53.5% |
| YTD | +105.3% | +18.2% | +87.1% | +94.7% |
| 1Y | +91.4% | +24.7% | +66.7% | +78.6% |
| 3Y | +84.6% | +150.7% | -66.1% | +37.6% |
| 5Y | +191.7% | +127.0% | +64.7% | +121.6% |
| 10Y | +73.3% | +295.5% | -222.2% | +6.2% |
| All | -73.9% | +591.4% | -665.4% | -86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling