+357.3%
USO vs ABCL
-81.0%
+438.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.8% | +6.0% | +3.2% |
| 7D | -1.4% | +4.4% | -5.8% | -1.4% |
| 30D | -4.6% | -7.9% | +3.3% | -4.6% |
| 3M | +14.7% | +12.2% | +2.5% | +14.9% |
| 6M | +1.2% | +134.7% | -133.5% | +2.3% |
| YTD | +111.2% | +239.8% | -128.6% | +113.3% |
| 1Y | +109.3% | +192.7% | -83.4% | +111.7% |
| 3Y | +103.5% | +187.6% | -84.2% | +104.4% |
| 5Y | +160.9% | -22.6% | +183.6% | +163.2% |
| All | +357.3% | -81.0% | +438.3% | +366.5% |
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