-73.8%
USO vs ADP
+1,252.9%
-1,326.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.4% | -3.7% |
| 7D | -9.1% | +1.1% | -10.2% | -9.5% |
| 30D | -3.7% | +11.5% | -15.2% | -7.7% |
| 3M | +20.9% | +12.0% | +8.9% | +15.5% |
| 6M | +6.8% | +43.8% | -37.0% | -7.6% |
| YTD | +106.3% | +20.1% | +86.2% | +90.0% |
| 1Y | +100.2% | +22.3% | +77.9% | +82.9% |
| 3Y | +103.1% | +43.3% | +59.8% | +71.1% |
| 5Y | +146.1% | +47.3% | +98.7% | +99.0% |
| 10Y | +73.5% | +313.7% | -240.2% | -16.2% |
| All | -73.8% | +1,252.9% | -1,326.7% | -93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling