+81.3%
USO vs EXPE
+185.1%
-103.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | -0.2% |
| 7D | +9.5% | -9.5% | +19.0% | +8.8% |
| 30D | +23.6% | -6.6% | +30.2% | +23.1% |
| 3M | +3.8% | +31.4% | -27.6% | +5.0% |
| 6M | +55.0% | +35.2% | +19.9% | +56.5% |
| YTD | +105.3% | +5.8% | +99.5% | +107.8% |
| 1Y | +91.4% | +38.7% | +52.7% | +91.4% |
| All | +81.3% | +185.1% | -103.8% | +82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling