+112.2%
USO vs AGNC
+13.3%
+98.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.5% |
| 7D | +9.1% | -4.7% | +13.8% | +5.3% |
| 30D | +21.7% | -5.7% | +27.4% | +16.6% |
| 3M | +20.2% | +1.9% | +18.4% | +22.1% |
| 6M | +43.4% | +1.8% | +41.6% | +49.1% |
| YTD | +124.0% | +3.4% | +120.5% | +128.5% |
| 1Y | +112.2% | +13.6% | +98.6% | +111.1% |
| All | +112.2% | +13.3% | +98.9% | +111.1% |
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