+151.2%
USO vs ADP
+48.5%
+102.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.0% |
| 7D | -10.6% | +3.2% | -13.8% | -10.9% |
| 30D | -4.6% | +12.8% | -17.3% | -5.9% |
| 3M | +12.3% | +12.3% | 0.0% | +10.7% |
| 6M | +5.9% | +45.4% | -39.5% | +0.7% |
| YTD | +104.5% | +21.4% | +83.1% | +96.8% |
| 1Y | +97.3% | +23.7% | +73.6% | +89.6% |
| 3Y | +97.0% | +43.6% | +53.4% | +84.8% |
| 5Y | +151.2% | +48.7% | +102.4% | +140.2% |
| All | +151.2% | +48.5% | +102.6% | +140.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling