+213.1%
USO vs AGI
+400.3%
-187.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.2% |
| 7D | +9.1% | -2.7% | +11.9% | +9.3% |
| 30D | +21.7% | +7.2% | +14.4% | +21.0% |
| 3M | +20.2% | +4.3% | +16.0% | +19.7% |
| 6M | +43.4% | -27.1% | +70.5% | +46.5% |
| YTD | +124.0% | -6.6% | +130.6% | +119.7% |
| 1Y | +112.2% | +9.5% | +102.7% | +102.3% |
| 3Y | +97.7% | +208.4% | -110.8% | +55.3% |
| All | +213.1% | +400.3% | -187.2% | +117.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling