+346.6%
USO vs ABCL
-79.5%
+426.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +5.2% | -9.1% | -3.8% |
| 7D | -9.1% | +12.4% | -21.5% | -8.9% |
| 30D | -3.7% | -0.4% | -3.4% | -3.7% |
| 3M | +20.9% | +80.4% | -59.5% | +21.5% |
| 6M | +6.8% | +138.5% | -131.8% | +8.0% |
| YTD | +106.3% | +265.5% | -159.2% | +108.5% |
| 1Y | +100.2% | +219.7% | -119.5% | +102.6% |
| 3Y | +103.1% | +209.4% | -106.3% | +104.1% |
| 5Y | +146.1% | -15.0% | +161.1% | +148.4% |
| All | +346.6% | -79.5% | +426.2% | +356.0% |
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