+86.1%
USO vs EXC
+159.4%
-73.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.7% | +6.3% | +5.7% |
| 7D | +11.5% | -1.6% | +13.1% | +11.8% |
| 30D | +24.1% | -2.4% | +26.5% | +24.6% |
| 3M | +17.9% | -4.0% | +21.9% | +18.6% |
| 6M | +49.6% | -9.8% | +59.4% | +52.2% |
| YTD | +129.0% | +2.3% | +126.7% | +127.2% |
| 1Y | +112.0% | +3.8% | +108.2% | +109.4% |
| 3Y | +102.3% | +19.7% | +82.5% | +91.2% |
| 5Y | +224.5% | +45.6% | +178.9% | +187.8% |
| All | +86.1% | +159.4% | -73.3% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EXC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling