+303.2%
USO vs EXE
+188.3%
+114.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.3% | +5.3% | +5.5% |
| 7D | +11.5% | -2.2% | +13.7% | +12.4% |
| 30D | +24.1% | -0.8% | +24.9% | +24.5% |
| 3M | +17.9% | +10.0% | +7.9% | +13.9% |
| 6M | +49.6% | -6.3% | +55.9% | +52.9% |
| YTD | +129.0% | -10.7% | +139.7% | +136.8% |
| 1Y | +112.0% | +2.7% | +109.3% | +107.2% |
| 3Y | +102.3% | +19.1% | +83.2% | +82.5% |
| 5Y | +224.5% | +105.4% | +119.1% | +133.2% |
| All | +303.2% | +188.3% | +114.9% | +156.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling