+214.1%
USO vs AA
+15.6%
+198.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.7% | +3.0% |
| 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% | +20.4% |
| 6M | +43.7% | -16.6% | +60.4% | +46.1% |
| YTD | +116.8% | -4.0% | +120.9% | +113.7% |
| 1Y | +104.3% | +63.5% | +40.8% | +80.8% |
| 3Y | +91.5% | +86.8% | +4.8% | +56.0% |
| 5Y | +214.1% | +12.4% | +201.7% | +173.1% |
| All | +214.1% | +15.6% | +198.5% | +173.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling