+102.2%
USO vs ABCL
+138.2%
-36.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.8% | -8.9% | -8.0% |
| 7D | -12.7% | -10.0% | -2.7% | -13.5% |
| 30D | +1.0% | -10.9% | +11.9% | +0.1% |
| 3M | +25.6% | +101.6% | -76.1% | +34.5% |
| 6M | -1.5% | +167.5% | -169.0% | +13.9% |
| YTD | +110.3% | +259.1% | -148.8% | +147.9% |
| 1Y | +102.2% | +152.2% | -50.0% | +142.8% |
| All | +102.2% | +138.2% | -36.1% | +142.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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