+112.2%
USO vs ACI
-32.3%
+144.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.2% | -5.4% | -2.0% |
| 7D | +9.1% | -3.7% | +12.9% | +9.0% |
| 30D | +21.7% | +0.6% | +21.1% | +21.8% |
| 3M | +20.2% | -20.3% | +40.6% | +21.2% |
| 6M | +43.4% | -24.7% | +68.0% | +46.8% |
| YTD | +124.0% | -27.2% | +151.2% | +129.4% |
| 1Y | +112.2% | -32.7% | +144.9% | +118.4% |
| All | +112.2% | -32.3% | +144.5% | +118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling