-74.0%
USO vs EW
+2,785.8%
-2,859.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.8% |
| 7D | -10.6% | +9.3% | -19.8% | -11.6% |
| 30D | -4.6% | +22.1% | -26.6% | -7.1% |
| 3M | +12.3% | +13.0% | -0.7% | +10.3% |
| 6M | +5.9% | +30.1% | -24.2% | +1.8% |
| YTD | +104.5% | +22.0% | +82.5% | +97.4% |
| 1Y | +97.3% | +23.7% | +73.6% | +90.0% |
| 3Y | +97.0% | +62.0% | +35.0% | +76.3% |
| 5Y | +151.2% | -12.4% | +163.6% | +145.9% |
| 10Y | +76.1% | +236.1% | -160.0% | +33.4% |
| All | -74.0% | +2,785.8% | -2,859.8% | -88.9% |
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