+81.0%
USO vs ACM
+130.8%
-49.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.2% |
| 7D | -2.7% | +3.0% | -5.7% | -3.5% |
| 30D | -6.3% | +19.7% | -26.0% | -10.9% |
| 3M | +10.9% | +5.3% | +5.5% | +8.5% |
| 6M | +2.0% | -10.8% | +12.8% | +3.4% |
| YTD | +104.6% | -25.1% | +129.6% | +116.3% |
| 1Y | +94.5% | -45.8% | +140.3% | +128.4% |
| 3Y | +97.1% | -9.4% | +106.4% | +88.4% |
| 5Y | +151.6% | +4.8% | +146.9% | +122.8% |
| 10Y | +81.0% | +129.8% | -48.8% | +18.8% |
| All | +81.0% | +130.8% | -49.8% | +18.8% |
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