+82.0%
USO vs EWT
+523.5%
-441.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.7% |
| 7D | +9.1% | -1.1% | +10.2% | +9.4% |
| 30D | +21.7% | +4.5% | +17.2% | +20.2% |
| 3M | +20.2% | +8.3% | +12.0% | +16.9% |
| 6M | +43.4% | +54.2% | -10.9% | +22.1% |
| YTD | +124.0% | +74.6% | +49.4% | +80.0% |
| 1Y | +112.2% | +84.9% | +27.3% | +66.1% |
| 3Y | +97.7% | +197.5% | -99.9% | +20.4% |
| 5Y | +217.4% | +150.6% | +66.8% | +108.1% |
| All | +82.0% | +523.5% | -441.5% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 10y: compounded portfolio wealth divided by compounded EWT 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…
10y analysis · Full analysis span regression · 6 months rolling