+66.5%
USO vs ACWI
+226.0%
-159.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.3% | +3.1% |
| 7D | +3.6% | +1.1% | +2.5% | +3.0% |
| 30D | +23.8% | -0.2% | +24.0% | +23.8% |
| 3M | +8.1% | +4.7% | +3.4% | +4.7% |
| 6M | +34.3% | +14.5% | +19.8% | +21.5% |
| YTD | +111.1% | +14.6% | +96.5% | +90.2% |
| 1Y | +99.9% | +21.4% | +78.5% | +72.9% |
| 3Y | +86.5% | +77.6% | +8.9% | +20.9% |
| 5Y | +200.5% | +68.1% | +132.4% | +101.0% |
| 10Y | +66.5% | +226.1% | -159.6% | -35.1% |
| All | +66.5% | +226.0% | -159.4% | -35.1% |
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