-73.2%
USO vs AA
-36.3%
-37.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.4% | +0.1% |
| 7D | -1.9% | +0.5% | -2.4% | -2.2% |
| 30D | -5.2% | -0.6% | -4.6% | -5.5% |
| 3M | +16.4% | -19.7% | +36.1% | +21.9% |
| 6M | +2.5% | -41.6% | +44.1% | +14.9% |
| YTD | +110.5% | -24.6% | +135.1% | +117.1% |
| 1Y | +108.4% | +4.9% | +103.5% | +95.9% |
| 3Y | +99.6% | +66.8% | +32.8% | +53.0% |
| 5Y | +160.1% | -19.4% | +179.5% | +125.9% |
| 10Y | +86.3% | +43.1% | +43.2% | +11.2% |
| All | -73.2% | -36.3% | -37.0% | -85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling