+98.1%
USO vs ACGL
+31.5%
+66.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | 0.0% |
| 7D | -12.1% | +0.9% | -13.0% | -12.1% |
| 30D | +3.1% | +13.7% | -10.6% | +3.5% |
| 3M | +24.9% | +8.0% | +16.8% | +25.1% |
| 6M | +10.8% | +13.3% | -2.5% | +11.3% |
| YTD | +114.6% | +11.8% | +102.7% | +115.4% |
| 1Y | +109.4% | +22.2% | +87.1% | +110.0% |
| 3Y | +98.1% | +32.5% | +65.6% | +104.4% |
| All | +98.1% | +31.5% | +66.6% | +104.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling