+94.0%
USO vs ACM
-9.4%
+103.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | 0.0% |
| 7D | -2.7% | +3.0% | -5.7% | -2.4% |
| 30D | -6.3% | +19.7% | -26.0% | -4.9% |
| 3M | +10.9% | +5.3% | +5.5% | +11.7% |
| 6M | +2.0% | -10.8% | +12.8% | +2.3% |
| YTD | +104.6% | -25.1% | +129.6% | +106.6% |
| 1Y | +94.5% | -45.8% | +140.3% | +103.1% |
| All | +94.0% | -9.4% | +103.4% | +96.2% |
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