+86.5%
USO vs EXR
+23.6%
+62.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +2.9% | +2.9% |
| 7D | +3.6% | -0.7% | +4.3% | +3.5% |
| 30D | +23.8% | -6.9% | +30.7% | +22.8% |
| 3M | +8.1% | -3.0% | +11.0% | +7.7% |
| 6M | +34.3% | -2.9% | +37.2% | +34.6% |
| YTD | +111.1% | +9.3% | +101.9% | +112.0% |
| 1Y | +99.9% | -0.9% | +100.9% | +100.4% |
| 3Y | +86.5% | +24.7% | +61.8% | +94.0% |
| All | +86.5% | +23.6% | +62.9% | +94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling