+418.9%
USO vs ACI
+25.9%
+393.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +9.5% | +0.2% | +9.3% | +9.4% |
| 30D | +23.6% | +5.9% | +17.7% | +23.2% |
| 3M | +3.8% | -19.8% | +23.6% | +4.9% |
| 6M | +55.0% | -24.7% | +79.8% | +57.6% |
| YTD | +105.3% | -24.4% | +129.7% | +108.4% |
| 1Y | +91.4% | -31.5% | +122.9% | +95.5% |
| 3Y | +84.6% | -38.7% | +123.2% | +89.7% |
| 5Y | +191.7% | -42.8% | +234.5% | +197.6% |
| All | +418.9% | +25.9% | +393.0% | +391.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling