+103.1%
USO vs EXC
+28.9%
+74.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -3.9% | -3.9% |
| 7D | -9.1% | -1.7% | -7.3% | -9.3% |
| 30D | -3.7% | +9.3% | -13.1% | -2.4% |
| 3M | +20.9% | +1.0% | +19.9% | +21.3% |
| 6M | +6.8% | +5.9% | +0.8% | +7.9% |
| YTD | +106.3% | +7.6% | +98.6% | +110.4% |
| 1Y | +100.2% | +2.4% | +97.8% | +102.4% |
| 3Y | +103.1% | +30.2% | +72.8% | +114.2% |
| All | +103.1% | +28.9% | +74.2% | +114.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling