+86.5%
USO vs ACM
-19.8%
+106.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +2.8% |
| 7D | +3.6% | -0.3% | +3.9% | +3.6% |
| 30D | +23.8% | -12.9% | +36.7% | +22.8% |
| 3M | +8.1% | -6.4% | +14.4% | +7.6% |
| 6M | +34.3% | -29.2% | +63.5% | +34.4% |
| YTD | +111.1% | -29.9% | +141.1% | +111.2% |
| 1Y | +99.9% | -47.3% | +147.2% | +104.8% |
| 3Y | +86.5% | -19.6% | +106.1% | +84.8% |
| All | +86.5% | -19.8% | +106.3% | +84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling