+357.2%
USO vs ABCL
-81.2%
+438.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +3.6% | +1.4% | +2.1% | +3.6% |
| 30D | +23.8% | +65.1% | -41.3% | +24.2% |
| 3M | +8.1% | +111.1% | -103.0% | +8.9% |
| 6M | +34.3% | +231.6% | -197.3% | +35.7% |
| YTD | +111.1% | +234.5% | -123.4% | +113.2% |
| 1Y | +99.9% | +174.3% | -74.4% | +102.3% |
| 3Y | +86.5% | +111.5% | -25.0% | +87.4% |
| 5Y | +200.5% | -37.3% | +237.8% | +202.5% |
| All | +357.2% | -81.2% | +438.4% | +366.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling