+105.4%
USO vs ADVB
-95.9%
+201.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +42.7% | -39.4% | +1.8% |
| 7D | -1.4% | +74.2% | -75.7% | -3.5% |
| 30D | -4.6% | -35.9% | +31.3% | -3.8% |
| 3M | +14.7% | -56.4% | +71.2% | +17.0% |
| 6M | +1.2% | -36.7% | +37.9% | +2.1% |
| YTD | +111.2% | -43.3% | +154.5% | +111.5% |
| 1Y | +109.3% | -63.4% | +172.7% | +111.4% |
| All | +105.4% | -95.9% | +201.2% | +136.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling