+97.0%
USO vs ADP
+43.9%
+53.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -0.9% |
| 7D | -10.6% | +3.2% | -13.8% | -10.8% |
| 30D | -4.6% | +12.8% | -17.3% | -5.5% |
| 3M | +12.3% | +12.3% | 0.0% | +11.2% |
| 6M | +5.9% | +45.4% | -39.5% | +2.1% |
| YTD | +104.5% | +21.4% | +83.1% | +94.0% |
| 1Y | +97.3% | +23.7% | +73.6% | +87.4% |
| 3Y | +97.0% | +43.6% | +53.4% | +107.2% |
| All | +97.0% | +43.9% | +53.2% | +107.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling