-46.9%
USO vs AMCR
+97.2%
-144.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.7% | +5.4% | +2.9% |
| 7D | +6.2% | -6.3% | +12.5% | +6.7% |
| 30D | +19.1% | -7.1% | +26.2% | +19.7% |
| 3M | +14.2% | +12.7% | +1.5% | +12.6% |
| 6M | +43.7% | +5.2% | +38.6% | +42.1% |
| YTD | +116.8% | +8.1% | +108.8% | +113.0% |
| 1Y | +104.3% | +11.7% | +92.6% | +99.4% |
| 3Y | +91.5% | +9.9% | +81.6% | +84.8% |
| 5Y | +214.1% | -8.7% | +222.7% | +211.2% |
| 10Y | +77.0% | +16.8% | +60.2% | +61.7% |
| All | -46.9% | +97.2% | -144.1% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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