+100.7%
USO vs EW
+7.5%
+93.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.4% |
| 7D | +6.2% | -5.1% | +11.4% | +3.7% |
| 30D | +19.1% | -6.4% | +25.5% | +15.6% |
| 3M | +14.2% | -1.6% | +15.8% | +14.1% |
| 6M | +43.7% | +2.3% | +41.5% | +48.2% |
| YTD | +116.8% | +1.1% | +115.8% | +123.1% |
| All | +100.7% | +7.5% | +93.3% | +103.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling