+76.2%
USO vs ADM
+177.3%
-101.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +1.7% |
| 7D | +6.2% | +1.4% | +4.9% | +5.7% |
| 30D | +19.1% | +8.2% | +10.9% | +15.3% |
| 3M | +14.2% | +8.7% | +5.5% | +10.4% |
| 6M | +43.7% | +29.1% | +14.7% | +30.1% |
| YTD | +116.8% | +53.7% | +63.2% | +83.1% |
| 1Y | +104.3% | +43.2% | +61.1% | +76.7% |
| 3Y | +91.5% | +21.4% | +70.1% | +71.8% |
| 5Y | +214.1% | +67.1% | +147.0% | +135.1% |
| All | +76.2% | +177.3% | -101.1% | +1.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling