+112.2%
USO vs EXE
+1.0%
+111.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.4% |
| 7D | +9.1% | -3.1% | +12.3% | +10.4% |
| 30D | +21.7% | -0.9% | +22.6% | +22.2% |
| 3M | +20.2% | +9.6% | +10.7% | +17.0% |
| 6M | +43.4% | -11.6% | +55.0% | +46.3% |
| YTD | +124.0% | -12.6% | +136.5% | +129.2% |
| 1Y | +112.2% | +1.2% | +111.0% | +107.8% |
| All | +112.2% | +1.0% | +111.2% | +107.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling