+112.2%
USO vs AA
+56.9%
+55.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | +9.1% | -3.4% | +12.5% | +9.2% |
| 30D | +21.7% | -5.8% | +27.5% | +21.9% |
| 3M | +20.2% | -29.9% | +50.1% | +22.4% |
| 6M | +43.4% | -27.0% | +70.4% | +45.9% |
| YTD | +124.0% | -8.7% | +132.7% | +125.0% |
| 1Y | +112.2% | +50.6% | +61.6% | +112.7% |
| All | +112.2% | +56.9% | +55.3% | +112.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling