-73.2%
USO vs EW
+2,835.5%
-2,908.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | -1.4% | +4.9% | -6.4% | -2.1% |
| 30D | -4.6% | +24.1% | -28.7% | -7.3% |
| 3M | +14.7% | +13.7% | +1.0% | +12.6% |
| 6M | +1.2% | +32.7% | -31.5% | -2.9% |
| YTD | +111.2% | +24.1% | +87.1% | +103.4% |
| 1Y | +109.3% | +23.6% | +85.7% | +101.6% |
| 3Y | +103.5% | +64.8% | +38.7% | +81.7% |
| 5Y | +160.9% | -8.8% | +169.7% | +153.7% |
| 10Y | +86.9% | +248.8% | -161.9% | +40.8% |
| All | -73.2% | +2,835.5% | -2,908.6% | -88.5% |
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