+91.4%
USO vs AA
+82.1%
+9.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.7% | +2.9% |
| 7D | +6.2% | -0.6% | +6.9% | +6.3% |
| 30D | +19.1% | -1.6% | +20.7% | +19.2% |
| 3M | +14.2% | -29.8% | +44.0% | +18.1% |
| 6M | +43.7% | -16.6% | +60.4% | +45.4% |
| YTD | +116.8% | -4.0% | +120.9% | +115.1% |
| 1Y | +104.3% | +63.5% | +40.8% | +89.1% |
| All | +91.4% | +82.1% | +9.3% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling