+82.0%
USO vs AGNC
+83.7%
-1.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | +9.1% | -4.7% | +13.8% | +9.9% |
| 30D | +21.7% | -5.7% | +27.4% | +22.7% |
| 3M | +20.2% | +1.9% | +18.4% | +19.4% |
| 6M | +43.4% | +1.8% | +41.6% | +41.6% |
| YTD | +124.0% | +3.4% | +120.5% | +120.2% |
| 1Y | +112.2% | +13.6% | +98.6% | +104.5% |
| 3Y | +97.7% | +60.4% | +37.3% | +74.7% |
| 5Y | +217.4% | +27.0% | +190.4% | +198.2% |
| All | +82.0% | +83.7% | -1.7% | +83.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling