+214.1%
USO vs EW
-29.9%
+243.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.7% |
| 7D | +6.2% | -5.1% | +11.4% | +5.9% |
| 30D | +19.1% | -6.4% | +25.5% | +18.6% |
| 3M | +14.2% | -1.6% | +15.8% | +14.2% |
| 6M | +43.7% | +2.3% | +41.5% | +44.3% |
| YTD | +116.8% | +1.1% | +115.8% | +117.7% |
| 1Y | +104.3% | +8.0% | +96.4% | +105.4% |
| 3Y | +91.5% | +16.3% | +75.2% | +93.4% |
| 5Y | +214.1% | -29.4% | +243.5% | +221.1% |
| All | +214.1% | -29.9% | +243.9% | +221.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling