+97.0%
USO vs AG
+227.5%
-130.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.9% | +5.0% | -0.9% |
| 7D | -10.6% | +6.0% | -16.5% | -10.5% |
| 30D | -4.6% | -13.5% | +9.0% | -4.6% |
| 3M | +12.3% | -20.7% | +33.0% | +12.2% |
| 6M | +5.9% | -31.5% | +37.4% | +6.3% |
| YTD | +104.5% | -10.1% | +114.7% | +99.1% |
| 1Y | +97.3% | +26.0% | +71.3% | +86.9% |
| 3Y | +97.0% | +228.9% | -131.9% | +78.9% |
| All | +97.0% | +227.5% | -130.4% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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