+82.0%
USO vs EXPE
+169.0%
-87.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.3% |
| 7D | +9.1% | -5.8% | +14.9% | +9.7% |
| 30D | +21.7% | -13.6% | +35.3% | +23.3% |
| 3M | +20.2% | +25.2% | -4.9% | +16.0% |
| 6M | +43.4% | +22.3% | +21.0% | +37.9% |
| YTD | +124.0% | -0.3% | +124.3% | +120.3% |
| 1Y | +112.2% | +27.8% | +84.4% | +99.8% |
| 3Y | +97.7% | +162.4% | -64.8% | +60.6% |
| 5Y | +217.4% | +95.8% | +121.6% | +158.4% |
| All | +82.0% | +169.0% | -87.0% | +20.2% |
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