-73.9%
USO vs ADP
+1,135.6%
-1,209.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.7% |
| 7D | +9.5% | -3.4% | +12.9% | +10.8% |
| 30D | +23.6% | +2.8% | +20.8% | +22.2% |
| 3M | +3.8% | +20.9% | -17.1% | -3.8% |
| 6M | +55.0% | +29.9% | +25.2% | +39.7% |
| YTD | +105.3% | +9.6% | +95.6% | +96.0% |
| 1Y | +91.4% | -5.3% | +96.6% | +92.5% |
| 3Y | +84.6% | +16.5% | +68.1% | +68.2% |
| 5Y | +191.7% | +49.4% | +142.3% | +133.4% |
| 10Y | +73.3% | +282.2% | -208.9% | -13.8% |
| All | -73.9% | +1,135.6% | -1,209.5% | -93.2% |
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 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