+651.5%
ADI vs USO
+86.2%
+565.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.2% | +7.0% | +5.1% |
| 7D | +4.6% | +9.1% | -4.6% | +3.3% |
| 30D | -1.2% | +21.7% | -22.9% | -3.8% |
| 3M | -7.8% | +20.2% | -28.0% | -10.5% |
| 6M | +19.3% | +43.4% | -24.0% | +11.4% |
| YTD | +40.9% | +124.0% | -83.1% | +21.3% |
| 1Y | +54.5% | +112.2% | -57.7% | +34.0% |
| 3Y | +123.4% | +97.7% | +25.8% | +93.3% |
| 5Y | +142.3% | +217.4% | -75.1% | +84.2% |
| All | +651.5% | +86.2% | +565.3% | +513.3% |
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