-71.5%
USO vs AGG
+85.9%
-157.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | +9.1% | -1.1% | +10.2% | +8.5% |
| 30D | +21.7% | -1.1% | +22.8% | +21.0% |
| 3M | +20.2% | -1.9% | +22.2% | +19.2% |
| 6M | +43.4% | -1.7% | +45.1% | +42.6% |
| YTD | +124.0% | -1.3% | +125.3% | +123.3% |
| 1Y | +112.2% | -0.7% | +112.9% | +112.0% |
| 3Y | +97.7% | +12.5% | +85.2% | +107.6% |
| 5Y | +217.4% | -2.5% | +219.9% | +216.2% |
| 10Y | +82.8% | +14.2% | +68.6% | +96.8% |
| All | -71.5% | +85.9% | -157.4% | -66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling