+213.1%
USO vs ADP
+48.1%
+164.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.3% |
| 7D | +9.1% | -2.8% | +11.9% | +9.4% |
| 30D | +21.7% | +0.2% | +21.4% | +21.5% |
| 3M | +20.2% | +20.5% | -0.3% | +17.1% |
| 6M | +43.4% | +28.8% | +14.6% | +38.0% |
| YTD | +124.0% | +6.6% | +117.3% | +119.0% |
| 1Y | +112.2% | -6.9% | +119.1% | +110.5% |
| 3Y | +97.7% | +16.1% | +81.5% | +90.7% |
| All | +213.1% | +48.1% | +164.9% | +196.1% |
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