+270.6%
USO vs EXE
+165.2%
+105.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.6% |
| 7D | -1.9% | +5.3% | -7.2% | -3.9% |
| 30D | -5.2% | -2.2% | -3.0% | -4.4% |
| 3M | +16.4% | -5.9% | +22.3% | +19.1% |
| 6M | +2.5% | -5.7% | +8.2% | +4.8% |
| YTD | +110.5% | -17.8% | +128.3% | +124.5% |
| 1Y | +108.4% | -23.1% | +131.5% | +127.6% |
| 3Y | +99.6% | +21.2% | +78.5% | +78.9% |
| 5Y | +160.1% | +78.8% | +81.2% | +97.6% |
| All | +270.6% | +165.2% | +105.4% | +142.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling