+76.2%
USO vs EXC
+161.2%
-85.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.8% |
| 7D | +6.2% | +0.3% | +5.9% | +6.2% |
| 30D | +19.1% | -0.9% | +20.0% | +19.3% |
| 3M | +14.2% | -2.7% | +16.9% | +14.6% |
| 6M | +43.7% | -9.4% | +53.1% | +46.2% |
| YTD | +116.8% | +3.0% | +113.8% | +114.9% |
| 1Y | +104.3% | +5.1% | +99.2% | +101.4% |
| 3Y | +91.5% | +20.6% | +70.9% | +80.8% |
| 5Y | +214.1% | +45.7% | +168.4% | +178.6% |
| All | +76.2% | +161.2% | -85.0% | +41.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling