-72.7%
USO vs ACGL
+1,653.4%
-1,726.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.9% |
| 7D | -12.1% | +0.9% | -13.0% | -12.4% |
| 30D | +3.1% | +13.7% | -10.6% | -0.4% |
| 3M | +24.9% | +8.0% | +16.8% | +22.1% |
| 6M | +10.8% | +13.3% | -2.5% | +6.7% |
| YTD | +114.6% | +11.8% | +102.7% | +106.6% |
| 1Y | +109.4% | +22.2% | +87.1% | +96.7% |
| 3Y | +98.1% | +32.5% | +65.6% | +78.0% |
| 5Y | +162.4% | +160.2% | +2.2% | +87.1% |
| 10Y | +85.9% | +338.5% | -252.6% | +8.9% |
| All | -72.7% | +1,653.4% | -1,726.1% | -90.1% |
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 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