+214.1%
USO vs EXC
+46.0%
+168.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.7% |
| 7D | +6.2% | +0.3% | +5.9% | +6.2% |
| 30D | +19.1% | -0.9% | +20.0% | +19.1% |
| 3M | +14.2% | -2.7% | +16.9% | +14.3% |
| 6M | +43.7% | -9.4% | +53.1% | +44.4% |
| YTD | +116.8% | +3.0% | +113.8% | +116.6% |
| 1Y | +104.3% | +5.1% | +99.2% | +103.8% |
| 3Y | +91.5% | +20.6% | +70.9% | +87.8% |
| 5Y | +214.1% | +45.7% | +168.4% | +184.3% |
| All | +214.1% | +46.0% | +168.1% | +184.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling