+100.6%
USO vs ADVB
-97.4%
+198.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.5% | -7.4% | -4.0% |
| 7D | -9.1% | -1.2% | -7.9% | -9.0% |
| 30D | -3.7% | -61.4% | +57.7% | -1.0% |
| 3M | +20.9% | -67.8% | +88.7% | +24.8% |
| 6M | +6.8% | -66.9% | +73.7% | +10.1% |
| YTD | +106.3% | -64.9% | +171.2% | +110.4% |
| 1Y | +100.2% | -74.8% | +175.0% | +105.5% |
| All | +100.6% | -97.4% | +198.0% | +135.5% |
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