+91.4%
USO vs ADM
+20.9%
+70.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +2.1% |
| 7D | +6.2% | +1.4% | +4.9% | +5.9% |
| 30D | +19.1% | +8.2% | +10.9% | +16.7% |
| 3M | +14.2% | +8.7% | +5.5% | +11.8% |
| 6M | +43.7% | +29.1% | +14.7% | +36.0% |
| YTD | +116.8% | +53.7% | +63.2% | +99.2% |
| 1Y | +104.3% | +43.2% | +61.1% | +89.6% |
| All | +91.4% | +20.9% | +70.4% | +85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling