+152.3%
ACN vs USO
+87.0%
+65.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.2% |
| 7D | -3.8% | -1.9% | -1.9% | -3.7% |
| 30D | +16.5% | -5.2% | +21.7% | +17.0% |
| 3M | +41.5% | +16.4% | +25.0% | +39.2% |
| 6M | +60.1% | +2.5% | +57.6% | +58.9% |
| YTD | -3.9% | +110.5% | -114.4% | -12.5% |
| 1Y | +4.1% | +108.4% | -104.3% | -5.2% |
| 3Y | -15.9% | +99.6% | -115.5% | -24.0% |
| 5Y | -26.3% | +160.1% | -186.4% | -37.6% |
| All | +152.3% | +87.0% | +65.3% | +134.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 USO 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