-65.4%
USO vs AG
+264.0%
-329.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.3% | +8.5% | +3.9% |
| 7D | -1.4% | -6.0% | +4.6% | -0.8% |
| 30D | -4.6% | -14.3% | +9.7% | -3.2% |
| 3M | +14.7% | -26.9% | +41.7% | +18.1% |
| 6M | +1.2% | -42.1% | +43.3% | +6.1% |
| YTD | +111.2% | -15.9% | +127.1% | +105.7% |
| 1Y | +109.3% | +11.5% | +97.8% | +95.4% |
| 3Y | +103.5% | +208.0% | -104.5% | +56.3% |
| 5Y | +160.9% | +2.4% | +158.5% | +125.3% |
| 10Y | +86.9% | +77.0% | +9.9% | +30.3% |
| All | -65.4% | +264.0% | -329.4% | -84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling