+99.9%
USO vs ABCL
+171.1%
-71.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +3.6% | +1.4% | +2.1% | +3.7% |
| 30D | +23.8% | +65.1% | -41.3% | +27.7% |
| 3M | +8.1% | +111.1% | -103.0% | +15.3% |
| 6M | +34.3% | +231.6% | -197.3% | +51.0% |
| YTD | +111.1% | +234.5% | -123.4% | +134.9% |
| 1Y | +99.9% | +174.3% | -74.4% | +131.0% |
| All | +99.9% | +171.1% | -71.2% | +131.0% |
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 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