-78.0%
USO vs ACWI
+330.0%
-408.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | -12.1% | -2.4% | -9.7% | -10.8% |
| 30D | +3.1% | -5.2% | +8.3% | +6.6% |
| 3M | +24.9% | -4.8% | +29.7% | +28.3% |
| 6M | +10.8% | -1.3% | +12.1% | +10.0% |
| YTD | +114.6% | +8.4% | +106.2% | +94.9% |
| 1Y | +109.4% | +11.0% | +98.4% | +86.6% |
| 3Y | +98.1% | +70.6% | +27.6% | +24.4% |
| 5Y | +162.4% | +55.3% | +107.1% | +73.6% |
| 10Y | +85.9% | +223.2% | -137.3% | -32.3% |
| All | -78.0% | +330.0% | -408.0% | -95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling