-72.4%
USO vs AGI
+436.3%
-508.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.5% |
| 7D | +6.2% | +2.2% | +4.0% | +6.0% |
| 30D | +19.1% | +11.3% | +7.8% | +17.5% |
| 3M | +14.2% | +5.6% | +8.6% | +12.8% |
| 6M | +43.7% | -27.7% | +71.4% | +47.2% |
| YTD | +116.8% | -4.1% | +120.9% | +113.2% |
| 1Y | +104.3% | +13.8% | +90.6% | +95.7% |
| 3Y | +91.5% | +217.0% | -125.5% | +58.5% |
| 5Y | +214.1% | +404.3% | -190.3% | +141.0% |
| 10Y | +77.0% | +400.5% | -323.5% | +24.4% |
| All | -72.4% | +436.3% | -508.7% | -85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling