+104.7%
USO vs ADVB
-96.8%
+201.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -23.6% | +23.2% | +0.5% |
| 7D | -1.9% | +27.8% | -29.7% | -3.0% |
| 30D | -5.2% | -50.8% | +45.6% | -3.6% |
| 3M | +16.4% | -70.5% | +86.9% | +20.2% |
| 6M | +2.5% | -46.7% | +49.2% | +4.0% |
| YTD | +110.5% | -56.7% | +167.2% | +112.4% |
| 1Y | +108.4% | -71.8% | +180.2% | +112.2% |
| All | +104.7% | -96.8% | +201.5% | +137.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling