+102.2%
USO vs ADSK
-10.6%
+112.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +7.0% | -15.1% | -7.3% |
| 7D | -12.7% | +11.4% | -24.1% | -11.7% |
| 30D | +1.0% | +21.9% | -20.9% | +2.8% |
| 3M | +25.6% | +13.9% | +11.7% | +27.2% |
| 6M | -1.5% | +9.1% | -10.6% | +0.8% |
| YTD | +110.3% | -8.8% | +119.0% | +103.3% |
| 1Y | +102.2% | -10.2% | +112.4% | +96.5% |
| All | +102.2% | -10.6% | +112.8% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 1y: compounded portfolio wealth divided by compounded ADSK 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…
1y analysis · Full analysis span regression · 6 months rolling