+82.1%
USO vs ABCL
+109.3%
-27.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | +9.5% | +0.7% | +8.7% | +9.5% |
| 30D | +23.6% | +93.1% | -69.5% | +25.2% |
| 3M | +3.8% | +79.4% | -75.6% | +5.2% |
| 6M | +55.0% | +214.9% | -159.8% | +59.3% |
| YTD | +105.3% | +234.2% | -128.9% | +110.1% |
| 1Y | +91.4% | +174.8% | -83.4% | +96.8% |
| All | +82.1% | +109.3% | -27.2% | +74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling