+77.0%
USO vs EXR
+144.7%
-67.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.5% | +5.2% | +2.8% |
| 7D | +6.2% | -3.1% | +9.3% | +6.4% |
| 30D | +19.1% | -7.5% | +26.6% | +19.6% |
| 3M | +14.2% | -7.5% | +21.7% | +14.7% |
| 6M | +43.7% | -5.2% | +48.9% | +43.9% |
| YTD | +116.8% | +6.5% | +110.3% | +114.6% |
| 1Y | +104.3% | -2.0% | +106.4% | +103.7% |
| 3Y | +91.5% | +21.5% | +70.0% | +84.3% |
| 5Y | +214.1% | -11.5% | +225.6% | +211.9% |
| 10Y | +77.0% | +148.0% | -71.0% | +64.9% |
| All | +77.0% | +144.7% | -67.7% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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