+81.0%
USO vs EXR
+217.4%
-136.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -2.7% | -1.1% | -1.6% | -2.7% |
| 30D | -6.3% | +18.8% | -25.1% | -7.3% |
| 3M | +10.9% | +9.9% | +0.9% | +10.2% |
| 6M | +2.0% | +12.6% | -10.6% | +1.1% |
| YTD | +104.6% | +26.5% | +78.1% | +100.2% |
| 1Y | +94.5% | +24.5% | +70.1% | +90.7% |
| 3Y | +97.1% | +52.4% | +44.6% | +86.1% |
| 5Y | +151.6% | -1.5% | +153.2% | +149.2% |
| 10Y | +81.0% | +216.0% | -135.0% | +66.6% |
| All | +81.0% | +217.4% | -136.4% | +66.6% |
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