-73.8%
USO vs EXC
+167.7%
-241.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -3.9% | -3.9% |
| 7D | -9.1% | -1.7% | -7.3% | -8.7% |
| 30D | -3.7% | +9.3% | -13.1% | -6.3% |
| 3M | +20.9% | +1.0% | +19.9% | +20.2% |
| 6M | +6.8% | +5.9% | +0.8% | +4.4% |
| YTD | +106.3% | +7.6% | +98.6% | +100.2% |
| 1Y | +100.2% | +2.4% | +97.8% | +97.1% |
| 3Y | +103.1% | +30.2% | +72.8% | +81.6% |
| 5Y | +146.1% | +41.4% | +104.7% | +110.8% |
| 10Y | +73.5% | +183.8% | -110.3% | +11.6% |
| All | -73.8% | +167.7% | -241.5% | -81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling