-73.2%
USO vs AKAM
+240.0%
-313.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.8% |
| 7D | +3.6% | -0.8% | +4.4% | +3.7% |
| 30D | +23.8% | -4.5% | +28.2% | +24.4% |
| 3M | +8.1% | -25.6% | +33.6% | +12.0% |
| 6M | +34.3% | +5.7% | +28.5% | +30.2% |
| YTD | +111.1% | +21.0% | +90.1% | +99.2% |
| 1Y | +99.9% | +33.9% | +66.0% | +84.9% |
| 3Y | +86.5% | +0.9% | +85.6% | +77.2% |
| 5Y | +200.5% | -6.9% | +207.4% | +185.4% |
| 10Y | +66.5% | +97.4% | -30.9% | +34.8% |
| All | -73.2% | +240.0% | -313.2% | -85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling