+102.2%
USO vs AGNC
+2.0%
+100.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.0% | -12.1% | -5.0% |
| 7D | -12.7% | +1.5% | -14.2% | -11.3% |
| 30D | +1.0% | +3.9% | -3.0% | +4.2% |
| 3M | +25.6% | -13.5% | +39.1% | +11.0% |
| 6M | -1.5% | -10.6% | +9.1% | -9.5% |
| YTD | +110.3% | -7.2% | +117.4% | +92.2% |
| 1Y | +102.2% | 0.0% | +102.2% | +77.4% |
| All | +102.2% | +2.0% | +100.2% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 1y: compounded portfolio wealth divided by compounded AGNC 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…
1y analysis · Full analysis span regression · 6 months rolling