+86.5%
USO vs AG
+272.3%
-185.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +2.9% |
| 7D | +3.6% | +4.5% | -0.9% | +3.6% |
| 30D | +23.8% | +12.9% | +10.9% | +23.7% |
| 3M | +8.1% | +20.9% | -12.9% | +8.0% |
| 6M | +34.3% | -19.5% | +53.8% | +35.8% |
| YTD | +111.1% | +24.8% | +86.4% | +105.8% |
| 1Y | +99.9% | +120.2% | -20.3% | +85.5% |
| 3Y | +86.5% | +279.0% | -192.5% | +65.7% |
| All | +86.5% | +272.3% | -185.8% | +65.7% |
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