+86.1%
USO vs EXEL
+386.3%
-300.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.5% | +7.2% | +5.7% |
| 7D | +11.5% | -2.9% | +14.3% | +11.6% |
| 30D | +24.1% | +11.9% | +12.2% | +23.5% |
| 3M | +17.9% | +9.2% | +8.7% | +17.3% |
| 6M | +49.6% | +39.1% | +10.5% | +46.8% |
| YTD | +129.0% | +31.0% | +98.0% | +125.2% |
| 1Y | +112.0% | +52.3% | +59.7% | +106.2% |
| 3Y | +102.3% | +159.7% | -57.5% | +85.9% |
| 5Y | +224.5% | +187.7% | +36.8% | +192.9% |
| All | +86.1% | +386.3% | -300.2% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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