+214.1%
USO vs ACI
-43.7%
+257.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.1% | +2.8% |
| 7D | +6.2% | -5.0% | +11.3% | +6.4% |
| 30D | +19.1% | -2.3% | +21.4% | +19.1% |
| 3M | +14.2% | -23.2% | +37.4% | +15.3% |
| 6M | +43.7% | -29.5% | +73.2% | +46.1% |
| YTD | +116.8% | -28.6% | +145.5% | +120.1% |
| 1Y | +104.3% | -34.0% | +138.4% | +108.3% |
| 3Y | +91.5% | -45.0% | +136.5% | +97.5% |
| 5Y | +214.1% | -44.0% | +258.1% | +221.7% |
| All | +214.1% | -43.7% | +257.8% | +221.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling