+86.5%
USO vs EXEL
+160.6%
-74.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.3% | +5.1% | +2.6% |
| 7D | +3.6% | +1.4% | +2.2% | +3.8% |
| 30D | +23.8% | +6.7% | +17.1% | +24.9% |
| 3M | +8.1% | +11.5% | -3.4% | +9.8% |
| 6M | +34.3% | +38.8% | -4.5% | +39.7% |
| YTD | +111.1% | +31.6% | +79.6% | +119.1% |
| 1Y | +99.9% | +53.0% | +46.9% | +109.6% |
| 3Y | +86.5% | +160.8% | -74.3% | +96.1% |
| All | +86.5% | +160.6% | -74.1% | +96.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling