-73.9%
USO vs ACGL
+1,503.3%
-1,577.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.4% |
| 7D | +9.5% | -0.7% | +10.2% | +9.7% |
| 30D | +23.6% | -1.0% | +24.6% | +23.8% |
| 3M | +3.8% | +11.0% | -7.2% | +0.7% |
| 6M | +55.0% | -0.3% | +55.4% | +54.3% |
| YTD | +105.3% | +2.3% | +103.0% | +102.6% |
| 1Y | +91.4% | +6.4% | +85.0% | +86.5% |
| 3Y | +84.6% | +34.0% | +50.6% | +64.2% |
| 5Y | +191.7% | +161.6% | +30.1% | +106.6% |
| 10Y | +73.3% | +278.6% | -205.3% | +6.0% |
| All | -73.9% | +1,503.3% | -1,577.2% | -90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling