+86.5%
USO vs EXC
+21.1%
+65.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +3.0% |
| 7D | +3.6% | +1.2% | +2.3% | +3.7% |
| 30D | +23.8% | -2.7% | +26.5% | +23.4% |
| 3M | +8.1% | -1.0% | +9.0% | +8.0% |
| 6M | +34.3% | -9.3% | +43.5% | +32.9% |
| YTD | +111.1% | +3.6% | +107.5% | +113.5% |
| 1Y | +99.9% | +5.9% | +94.0% | +103.1% |
| 3Y | +86.5% | +21.3% | +65.2% | +92.9% |
| All | +86.5% | +21.1% | +65.4% | +92.9% |
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