-73.9%
USO vs EXR
+1,794.6%
-1,868.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | +9.5% | -2.6% | +12.0% | +9.9% |
| 30D | +23.6% | -7.2% | +30.8% | +25.1% |
| 3M | +3.8% | -3.5% | +7.3% | +4.3% |
| 6M | +55.0% | -5.3% | +60.3% | +55.5% |
| YTD | +105.3% | +9.4% | +95.9% | +100.1% |
| 1Y | +91.4% | +1.3% | +90.1% | +89.0% |
| 3Y | +84.6% | +22.4% | +62.1% | +72.0% |
| 5Y | +191.7% | -12.2% | +204.0% | +186.4% |
| 10Y | +73.3% | +148.6% | -75.3% | +31.0% |
| All | -73.9% | +1,794.6% | -1,868.5% | -90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling