-74.0%
USO vs EXR
+2,091.6%
-2,165.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -2.7% | -1.1% | -1.6% | -2.5% |
| 30D | -6.3% | +18.8% | -25.1% | -9.2% |
| 3M | +10.9% | +9.9% | +0.9% | +8.8% |
| 6M | +2.0% | +12.6% | -10.6% | -0.6% |
| YTD | +104.6% | +26.5% | +78.1% | +94.0% |
| 1Y | +94.5% | +24.5% | +70.1% | +85.0% |
| 3Y | +97.1% | +52.4% | +44.6% | +76.5% |
| 5Y | +151.6% | -1.5% | +153.2% | +142.2% |
| 10Y | +81.0% | +216.0% | -135.0% | +30.6% |
| All | -74.0% | +2,091.6% | -2,165.6% | -90.4% |
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