+97.7%
USO vs AGG
+12.5%
+85.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.3% |
| 7D | +9.1% | -1.1% | +10.2% | +7.2% |
| 30D | +21.7% | -1.1% | +22.8% | +19.5% |
| 3M | +20.2% | -1.9% | +22.2% | +17.1% |
| 6M | +43.4% | -1.7% | +45.1% | +40.9% |
| YTD | +124.0% | -1.3% | +125.3% | +120.8% |
| 1Y | +112.2% | -0.7% | +112.9% | +110.2% |
| 3Y | +97.7% | +12.5% | +85.2% | +116.3% |
| All | +97.7% | +12.5% | +85.2% | +116.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling