+159.6%
USO vs ACGL
+173.3%
-13.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.3% |
| 7D | -1.9% | +2.2% | -4.1% | -2.0% |
| 30D | -5.2% | +12.3% | -17.5% | -5.7% |
| 3M | +16.4% | +11.8% | +4.6% | +15.8% |
| 6M | +2.5% | +17.5% | -15.0% | +1.6% |
| YTD | +110.5% | +14.3% | +96.2% | +108.8% |
| 1Y | +108.4% | +18.2% | +90.3% | +106.2% |
| 3Y | +99.6% | +33.2% | +66.5% | +94.4% |
| All | +159.6% | +173.3% | -13.6% | +95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling