-63.1%
USO vs ACM
+230.8%
-293.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +9.5% | -3.7% | +13.2% | +10.7% |
| 30D | +23.6% | -11.1% | +34.7% | +27.3% |
| 3M | +3.8% | -8.0% | +11.8% | +5.2% |
| 6M | +55.0% | -29.7% | +84.7% | +69.4% |
| YTD | +105.3% | -29.4% | +134.6% | +122.5% |
| 1Y | +91.4% | -46.4% | +137.8% | +126.2% |
| 3Y | +84.6% | -22.3% | +106.9% | +88.1% |
| 5Y | +191.7% | +4.5% | +187.3% | +163.5% |
| 10Y | +73.3% | +127.6% | -54.4% | +13.5% |
| All | -63.1% | +230.8% | -293.9% | -80.7% |
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