+81.0%
USO vs ADP
+319.4%
-238.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -2.7% | +0.9% | -3.6% | -2.9% |
| 30D | -6.3% | +11.9% | -18.2% | -9.2% |
| 3M | +10.9% | +13.7% | -2.9% | +6.9% |
| 6M | +2.0% | +46.8% | -44.7% | -8.5% |
| YTD | +104.6% | +21.8% | +82.8% | +92.0% |
| 1Y | +94.5% | +23.5% | +71.0% | +81.8% |
| 3Y | +97.1% | +44.1% | +53.0% | +73.4% |
| 5Y | +151.6% | +49.9% | +101.8% | +114.2% |
| 10Y | +81.0% | +318.8% | -237.8% | +56.4% |
| All | +81.0% | +319.4% | -238.4% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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