-47.0%
USO vs AMC
-97.7%
+50.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.1% |
| 7D | -12.1% | +2.6% | -14.7% | -12.1% |
| 30D | +3.1% | +9.0% | -5.9% | +3.0% |
| 3M | +24.9% | +22.2% | +2.7% | +24.5% |
| 6M | +10.8% | +91.5% | -80.7% | +9.6% |
| YTD | +114.6% | +101.3% | +13.3% | +111.8% |
| 1Y | +109.4% | +20.8% | +88.6% | +108.2% |
| 3Y | +98.1% | -71.3% | +169.4% | +99.3% |
| 5Y | +162.4% | -99.2% | +261.7% | +173.9% |
| 10Y | +85.9% | -98.7% | +184.6% | +85.2% |
| All | -47.0% | -97.7% | +50.7% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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