+86.1%
USO vs ADM
+178.5%
-92.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.4% | +5.2% | +5.4% |
| 7D | +11.5% | +3.0% | +8.5% | +10.2% |
| 30D | +24.1% | +8.7% | +15.4% | +20.0% |
| 3M | +17.9% | +7.6% | +10.3% | +14.5% |
| 6M | +49.6% | +26.9% | +22.7% | +36.3% |
| YTD | +129.0% | +54.3% | +74.7% | +93.1% |
| 1Y | +112.0% | +45.7% | +66.3% | +82.2% |
| 3Y | +102.3% | +21.9% | +80.4% | +81.2% |
| 5Y | +224.5% | +67.2% | +157.4% | +143.0% |
| All | +86.1% | +178.5% | -92.4% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ADM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling