+84.4%
USO vs ADM
+133.7%
-49.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.1% | -1.4% |
| 7D | -1.9% | +4.2% | -6.1% | -3.5% |
| 30D | -5.2% | -12.8% | +7.6% | 0.0% |
| 3M | +16.4% | -8.5% | +24.9% | +20.3% |
| 6M | +2.5% | -10.9% | +13.4% | +7.1% |
| YTD | +110.5% | +29.4% | +81.1% | +89.8% |
| 1Y | +108.4% | +27.5% | +80.9% | +88.8% |
| 3Y | +99.6% | +10.3% | +89.3% | +84.6% |
| 5Y | +160.1% | +27.4% | +132.7% | +118.0% |
| All | +84.4% | +133.7% | -49.4% | +10.7% |
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 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