+98.9%
USO vs ADVB
-97.1%
+196.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.0% | -9.9% | -0.3% |
| 7D | -2.7% | +10.5% | -13.2% | -3.1% |
| 30D | -6.3% | -56.0% | +49.7% | -4.1% |
| 3M | +10.9% | -70.1% | +81.0% | +14.8% |
| 6M | +2.0% | -53.7% | +55.7% | +4.3% |
| YTD | +104.6% | -60.3% | +164.8% | +107.7% |
| 1Y | +94.5% | -73.1% | +167.7% | +99.1% |
| All | +98.9% | -97.1% | +196.0% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling