+102.2%
USO vs AGG
-0.5%
+102.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.5% | -8.5% | -5.5% |
| 7D | -12.7% | +0.5% | -13.2% | -10.1% |
| 30D | +1.0% | +2.4% | -1.4% | +15.5% |
| 3M | +25.6% | -1.0% | +26.6% | +16.4% |
| 6M | -1.5% | -0.9% | -0.6% | -6.2% |
| YTD | +110.3% | -0.9% | +111.1% | +92.8% |
| 1Y | +102.2% | -0.5% | +102.6% | +85.1% |
| All | +102.2% | -0.5% | +102.7% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 1y: compounded portfolio wealth divided by compounded AGG 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…
1y analysis · Full analysis span regression · 6 months rolling