-73.2%
USO vs AME
+1,910.8%
-1,984.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.5% |
| 7D | -1.9% | +5.9% | -7.8% | -4.2% |
| 30D | -5.2% | -1.9% | -3.3% | -4.8% |
| 3M | +16.4% | -5.4% | +21.8% | +18.2% |
| 6M | +2.5% | +4.9% | -2.4% | -1.0% |
| YTD | +110.5% | +18.5% | +92.0% | +90.1% |
| 1Y | +108.4% | +25.5% | +83.0% | +83.4% |
| 3Y | +99.6% | +63.0% | +36.6% | +52.5% |
| 5Y | +160.1% | +78.3% | +81.7% | +86.8% |
| 10Y | +86.3% | +447.1% | -360.8% | -20.3% |
| All | -73.2% | +1,910.8% | -1,984.0% | -93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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