+84.4%
USO vs EXPE
+123.5%
-39.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | -0.2% |
| 7D | -1.9% | -0.5% | -1.4% | -1.9% |
| 30D | -5.2% | -6.1% | +0.9% | -5.1% |
| 3M | +16.4% | -21.3% | +37.7% | +18.5% |
| 6M | +2.5% | +19.0% | -16.5% | -1.3% |
| YTD | +110.5% | -8.4% | +118.9% | +107.6% |
| 1Y | +108.4% | -2.8% | +111.2% | +103.4% |
| 3Y | +99.6% | +120.8% | -21.1% | +66.2% |
| 5Y | +160.1% | +46.2% | +113.9% | +123.3% |
| All | +84.4% | +123.5% | -39.1% | +28.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling