+112.0%
USO vs EXEL
+50.0%
+62.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.5% | +7.2% | +5.2% |
| 7D | +11.5% | -2.9% | +14.3% | +10.6% |
| 30D | +24.1% | +11.9% | +12.2% | +28.0% |
| 3M | +17.9% | +9.2% | +8.7% | +21.2% |
| 6M | +49.6% | +39.1% | +10.5% | +62.2% |
| YTD | +129.0% | +31.0% | +98.0% | +146.5% |
| 1Y | +112.0% | +52.3% | +59.7% | +131.4% |
| All | +112.0% | +50.0% | +62.0% | +131.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling