-79.0%
USO vs ACWI
+356.8%
-435.8%
-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% | -0.1% | -0.1% |
| 7D | +9.5% | +0.5% | +9.0% | +9.0% |
| 30D | +23.6% | +0.9% | +22.7% | +22.7% |
| 3M | +3.8% | +2.4% | +1.4% | +1.3% |
| 6M | +55.0% | +12.4% | +42.7% | +38.7% |
| YTD | +105.3% | +15.2% | +90.1% | +79.9% |
| 1Y | +91.4% | +22.7% | +68.7% | +59.5% |
| 3Y | +84.6% | +75.8% | +8.8% | +14.2% |
| 5Y | +191.7% | +67.7% | +124.0% | +83.5% |
| 10Y | +73.3% | +229.0% | -155.7% | -37.0% |
| All | -79.0% | +356.8% | -435.8% | -95.4% |
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