-62.1%
USO vs ACM
+250.2%
-312.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.3% |
| 7D | -1.4% | +5.1% | -6.5% | -3.0% |
| 30D | -4.6% | +18.7% | -23.3% | -9.8% |
| 3M | +14.7% | +15.5% | -0.7% | +8.8% |
| 6M | +1.2% | +1.2% | 0.0% | -1.1% |
| YTD | +111.2% | -25.2% | +136.4% | +123.5% |
| 1Y | +109.3% | -46.3% | +155.6% | +146.6% |
| 3Y | +103.5% | -9.6% | +113.0% | +96.4% |
| 5Y | +160.9% | +4.4% | +156.5% | +135.4% |
| 10Y | +86.9% | +129.3% | -42.4% | +22.0% |
| All | -62.1% | +250.2% | -312.2% | -80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling