+200.5%
USO vs ACM
+4.8%
+195.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +2.9% |
| 7D | +3.6% | -0.3% | +3.9% | +3.6% |
| 30D | +23.8% | -12.9% | +36.7% | +25.1% |
| 3M | +8.1% | -6.4% | +14.4% | +8.2% |
| 6M | +34.3% | -29.2% | +63.5% | +39.6% |
| YTD | +111.1% | -29.9% | +141.1% | +119.2% |
| 1Y | +99.9% | -47.3% | +147.2% | +119.7% |
| 3Y | +86.5% | -19.6% | +106.1% | +81.4% |
| 5Y | +200.5% | +5.5% | +195.0% | +168.8% |
| All | +200.5% | +4.8% | +195.8% | +168.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling