+73.5%
USO vs ACWI
+226.8%
-153.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.6% | -6.5% | -5.2% |
| 7D | -9.1% | +0.3% | -9.4% | -9.4% |
| 30D | -3.7% | -2.8% | -0.9% | -2.6% |
| 3M | +20.9% | -3.2% | +24.1% | +22.2% |
| 6M | +6.8% | +1.3% | +5.5% | +4.6% |
| YTD | +106.3% | +11.2% | +95.1% | +88.0% |
| 1Y | +100.2% | +13.8% | +86.4% | +79.5% |
| 3Y | +103.1% | +76.2% | +26.9% | +31.7% |
| 5Y | +146.1% | +59.5% | +86.6% | +70.4% |
| 10Y | +73.5% | +222.2% | -148.7% | -22.9% |
| All | +73.5% | +226.8% | -153.4% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling