+94.0%
USO vs ACI
-31.8%
+125.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | -2.7% | -5.3% | +2.6% | -2.9% |
| 30D | -6.3% | +5.0% | -11.4% | -6.3% |
| 3M | +10.9% | +7.5% | +3.3% | +11.0% |
| 6M | +2.0% | -16.0% | +18.0% | +2.8% |
| YTD | +104.6% | -20.6% | +125.2% | +107.0% |
| 1Y | +94.5% | -23.5% | +118.1% | +96.8% |
| All | +94.0% | -31.8% | +125.9% | +98.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling