-73.2%
USO vs ADM
+232.0%
-305.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.1% | -1.3% |
| 7D | -1.9% | +4.2% | -6.1% | -3.4% |
| 30D | -5.2% | -12.8% | +7.6% | -0.4% |
| 3M | +16.4% | -8.5% | +24.9% | +20.0% |
| 6M | +2.5% | -10.9% | +13.4% | +6.7% |
| YTD | +110.5% | +29.4% | +81.1% | +91.0% |
| 1Y | +108.4% | +27.5% | +80.9% | +89.9% |
| 3Y | +99.6% | +10.3% | +89.3% | +84.7% |
| 5Y | +160.1% | +27.4% | +132.7% | +124.8% |
| 10Y | +86.3% | +134.6% | -48.3% | +25.3% |
| All | -73.2% | +232.0% | -305.2% | -85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling