-73.9%
USO vs EW
+2,394.3%
-2,468.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +9.5% | -0.3% | +9.8% | +9.5% |
| 30D | +23.6% | +1.0% | +22.5% | +23.4% |
| 3M | +3.8% | +2.8% | +1.0% | +3.2% |
| 6M | +55.0% | +5.5% | +49.6% | +53.0% |
| YTD | +105.3% | +5.5% | +99.8% | +102.3% |
| 1Y | +91.4% | +11.0% | +80.3% | +86.9% |
| 3Y | +84.6% | +17.7% | +66.9% | +73.8% |
| 5Y | +191.7% | -25.7% | +217.5% | +192.5% |
| 10Y | +73.3% | +132.8% | -59.5% | +38.4% |
| All | -73.9% | +2,394.3% | -2,468.2% | -88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling