+99.0%
USO vs ADVB
-74.4%
+173.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -0.7% |
| 3M | +20.9% | -67.8% | +88.7% | +25.2% |
| 6M | +6.8% | -66.9% | +73.7% | +11.4% |
| YTD | +106.3% | -64.9% | +171.2% | +110.9% |
| All | +99.0% | -74.4% | +173.4% | +107.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling