+151.6%
USO vs ACI
-41.8%
+193.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | -2.7% | -5.3% | +2.6% | -2.6% |
| 30D | -6.3% | +5.0% | -11.4% | -6.6% |
| 3M | +10.9% | +7.5% | +3.3% | +10.4% |
| 6M | +2.0% | -16.0% | +18.0% | +3.0% |
| YTD | +104.6% | -20.6% | +125.2% | +107.5% |
| 1Y | +94.5% | -23.5% | +118.1% | +97.9% |
| 3Y | +97.1% | -32.1% | +129.2% | +102.0% |
| 5Y | +151.6% | -42.5% | +194.1% | +154.9% |
| All | +151.6% | -41.8% | +193.5% | +154.9% |
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