-66.3%
USO vs AG
+445.6%
-512.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.1% |
| 7D | +9.5% | +1.0% | +8.4% | +9.2% |
| 30D | +23.6% | +19.2% | +4.4% | +20.7% |
| 3M | +3.8% | +6.2% | -2.3% | +2.0% |
| 6M | +55.0% | -26.7% | +81.7% | +57.6% |
| YTD | +105.3% | +26.1% | +79.1% | +91.7% |
| 1Y | +91.4% | +131.7% | -40.3% | +62.3% |
| 3Y | +84.6% | +255.3% | -170.8% | +40.4% |
| 5Y | +191.7% | +61.9% | +129.8% | +139.2% |
| 10Y | +73.3% | +72.0% | +1.3% | +23.6% |
| All | -66.3% | +445.6% | -512.0% | -85.8% |
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