+84.4%
USO vs EW
+254.3%
-170.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | -1.9% | +4.9% | -6.8% | -2.4% |
| 30D | -5.2% | +23.9% | -29.1% | -7.3% |
| 3M | +16.4% | +15.8% | +0.7% | +14.5% |
| 6M | +2.5% | +31.7% | -29.2% | -0.8% |
| YTD | +110.5% | +25.7% | +84.8% | +104.0% |
| 1Y | +108.4% | +24.4% | +84.0% | +102.2% |
| 3Y | +99.6% | +65.9% | +33.8% | +78.3% |
| 5Y | +160.1% | -7.6% | +167.7% | +158.1% |
| All | +84.4% | +254.3% | -170.0% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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