+82.0%
USO vs AKAM
+103.9%
-21.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | +9.1% | +1.5% | +7.6% | +9.0% |
| 30D | +21.7% | -13.0% | +34.7% | +22.8% |
| 3M | +20.2% | -19.4% | +39.6% | +21.7% |
| 6M | +43.4% | +0.3% | +43.1% | +41.2% |
| YTD | +124.0% | +22.4% | +101.6% | +115.3% |
| 1Y | +112.2% | +34.8% | +77.4% | +101.4% |
| 3Y | +97.7% | +1.9% | +95.7% | +90.8% |
| 5Y | +217.4% | -4.6% | +222.0% | +205.9% |
| All | +82.0% | +103.9% | -21.9% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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