-73.9%
USO vs EXC
+156.0%
-229.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | +9.5% | +0.3% | +9.2% | +9.4% |
| 30D | +23.6% | -3.7% | +27.3% | +24.8% |
| 3M | +3.8% | -1.3% | +5.1% | +3.9% |
| 6M | +55.0% | -9.7% | +64.8% | +59.3% |
| YTD | +105.3% | +2.9% | +102.4% | +102.3% |
| 1Y | +91.4% | +4.4% | +87.0% | +87.4% |
| 3Y | +84.6% | +22.2% | +62.3% | +68.4% |
| 5Y | +191.7% | +46.7% | +145.0% | +146.4% |
| 10Y | +73.3% | +155.3% | -82.1% | +15.6% |
| All | -73.9% | +156.0% | -229.9% | -81.0% |
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