+261.4%
USO vs EXE
+191.4%
+70.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | +9.5% | -0.3% | +9.7% | +9.6% |
| 30D | +23.6% | +8.5% | +15.1% | +20.0% |
| 3M | +3.8% | +5.5% | -1.6% | +1.8% |
| 6M | +55.0% | -5.9% | +60.9% | +58.2% |
| YTD | +105.3% | -9.7% | +115.0% | +111.5% |
| 1Y | +91.4% | +3.6% | +87.8% | +86.5% |
| 3Y | +84.6% | +18.0% | +66.5% | +67.2% |
| 5Y | +191.7% | +109.4% | +82.3% | +108.1% |
| All | +261.4% | +191.4% | +70.0% | +128.7% |
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