+102.1%
USO vs EWT
+193.0%
-90.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.5% | +8.1% | +5.3% |
| 7D | +11.5% | -1.1% | +12.6% | +11.3% |
| 30D | +24.1% | +4.8% | +19.3% | +24.8% |
| 3M | +17.9% | +11.1% | +6.8% | +19.6% |
| 6M | +49.6% | +54.6% | -5.0% | +53.3% |
| YTD | +129.0% | +71.4% | +57.6% | +128.7% |
| 1Y | +112.0% | +82.1% | +29.9% | +108.9% |
| All | +102.1% | +193.0% | -90.9% | +79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling