+362.7%
USO vs ACHR
-45.0%
+407.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -2.2% |
| 7D | +9.1% | -2.3% | +11.4% | +9.1% |
| 30D | +21.7% | -11.3% | +33.0% | +21.7% |
| 3M | +20.2% | +5.3% | +15.0% | +20.2% |
| 6M | +43.4% | -13.2% | +56.6% | +43.6% |
| YTD | +124.0% | -25.8% | +149.8% | +124.7% |
| 1Y | +112.2% | -34.3% | +146.5% | +113.1% |
| 3Y | +97.7% | -19.9% | +117.6% | +95.7% |
| 5Y | +217.4% | -42.7% | +260.1% | +204.6% |
| All | +362.7% | -45.0% | +407.7% | +327.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 10y: compounded portfolio wealth divided by compounded ACHR 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…
10y analysis · Full analysis span regression · 6 months rolling