+91.4%
USO vs ACGL
+4.8%
+86.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | -0.4% |
| 7D | +9.5% | -0.7% | +10.2% | +9.3% |
| 30D | +23.6% | -1.0% | +24.6% | +23.4% |
| 3M | +3.8% | +11.0% | -7.2% | +5.3% |
| 6M | +55.0% | -0.3% | +55.4% | +56.6% |
| YTD | +105.3% | +2.3% | +103.0% | +106.8% |
| 1Y | +91.4% | +6.4% | +85.0% | +92.1% |
| All | +91.4% | +4.8% | +86.5% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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