+102.1%
USO vs AGI
+204.0%
-101.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.3% | +8.9% | +5.5% |
| 7D | +11.5% | -5.3% | +16.7% | +11.4% |
| 30D | +24.1% | +6.8% | +17.4% | +24.2% |
| 3M | +17.9% | +8.3% | +9.6% | +18.2% |
| 6M | +49.6% | -29.2% | +78.8% | +51.4% |
| YTD | +129.0% | -7.3% | +136.3% | +125.0% |
| 1Y | +112.0% | +8.0% | +104.0% | +104.5% |
| All | +102.1% | +204.0% | -101.9% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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