+296.5%
USO vs AFRM
-20.4%
+316.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | -0.1% |
| 7D | +9.5% | -7.0% | +16.4% | +9.6% |
| 30D | +23.6% | -7.8% | +31.4% | +23.7% |
| 3M | +3.8% | +5.3% | -1.5% | +3.5% |
| 6M | +55.0% | +42.6% | +12.4% | +53.1% |
| YTD | +105.3% | -2.8% | +108.1% | +104.9% |
| 1Y | +91.4% | -19.3% | +110.7% | +91.8% |
| 3Y | +84.6% | +231.0% | -146.4% | +73.4% |
| 5Y | +191.7% | -22.2% | +214.0% | +172.5% |
| All | +296.5% | -20.4% | +316.9% | +266.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 all: compounded portfolio wealth divided by compounded AFRM 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…
all analysis · Full analysis span regression · 6 months rolling