+82.0%
USO vs AA
+122.9%
-40.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | +9.1% | -3.4% | +12.5% | +9.8% |
| 30D | +21.7% | -5.8% | +27.5% | +22.9% |
| 3M | +20.2% | -29.9% | +50.1% | +28.4% |
| 6M | +43.4% | -27.0% | +70.4% | +50.1% |
| YTD | +124.0% | -8.7% | +132.7% | +122.1% |
| 1Y | +112.2% | +50.6% | +61.6% | +87.0% |
| 3Y | +97.7% | +74.1% | +23.6% | +58.8% |
| 5Y | +217.4% | +2.6% | +214.8% | +170.7% |
| All | +82.0% | +122.9% | -40.9% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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