-73.2%
USO vs EWT
+851.9%
-925.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.4% | +3.1% |
| 7D | +3.6% | +1.6% | +1.9% | +2.9% |
| 30D | +23.8% | +8.2% | +15.6% | +20.0% |
| 3M | +8.1% | +11.1% | -3.0% | +2.4% |
| 6M | +34.3% | +60.4% | -26.2% | +7.1% |
| YTD | +111.1% | +75.6% | +35.6% | +60.9% |
| 1Y | +99.9% | +91.3% | +8.6% | +46.4% |
| 3Y | +86.5% | +200.3% | -113.8% | +8.5% |
| 5Y | +200.5% | +156.4% | +44.2% | +85.4% |
| 10Y | +66.5% | +495.8% | -429.2% | -31.5% |
| All | -73.2% | +851.9% | -925.0% | -91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling