+77.0%
USO vs ACM
+124.8%
-47.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.1% | +5.8% | +3.5% |
| 7D | +6.2% | -3.7% | +9.9% | +7.3% |
| 30D | +19.1% | -12.7% | +31.8% | +22.9% |
| 3M | +14.2% | -9.8% | +24.0% | +16.1% |
| 6M | +43.7% | -31.4% | +75.1% | +57.1% |
| YTD | +116.8% | -32.1% | +148.9% | +136.3% |
| 1Y | +104.3% | -47.8% | +152.2% | +141.7% |
| 3Y | +91.5% | -22.1% | +113.6% | +92.1% |
| 5Y | +214.1% | +1.8% | +212.3% | +178.8% |
| 10Y | +77.0% | +132.5% | -55.5% | +16.6% |
| All | +77.0% | +124.8% | -47.7% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling