+102.2%
USO vs EXPE
+48.9%
+53.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +10.5% | -18.6% | -5.5% |
| 7D | -12.7% | +14.6% | -27.3% | -9.4% |
| 30D | +1.0% | +21.4% | -20.4% | +6.3% |
| 3M | +25.6% | +1.4% | +24.2% | +27.2% |
| 6M | -1.5% | +28.6% | -30.1% | +6.2% |
| YTD | +110.3% | +12.1% | +98.1% | +123.4% |
| 1Y | +102.2% | +50.0% | +52.1% | +117.8% |
| All | +102.2% | +48.9% | +53.2% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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