+85.0%
USO vs ACWI
+225.4%
-140.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.8% | +3.5% |
| 7D | -1.4% | +2.7% | -4.1% | -2.9% |
| 30D | -4.6% | -2.6% | -2.0% | -3.6% |
| 3M | +14.7% | -3.2% | +17.9% | +16.0% |
| 6M | +1.2% | +1.9% | -0.6% | -1.1% |
| YTD | +111.2% | +11.3% | +99.9% | +92.4% |
| 1Y | +109.3% | +11.7% | +97.6% | +90.1% |
| 3Y | +103.5% | +74.4% | +29.1% | +33.0% |
| 5Y | +160.9% | +59.5% | +101.5% | +80.8% |
| All | +85.0% | +225.4% | -140.4% | -12.6% |
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