-73.9%
USO vs AME
+1,871.5%
-1,945.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.7% |
| 7D | +9.5% | +0.6% | +8.8% | +9.1% |
| 30D | +23.6% | -6.7% | +30.3% | +26.8% |
| 3M | +3.8% | +4.1% | -0.3% | +1.4% |
| 6M | +55.0% | +1.6% | +53.5% | +50.6% |
| YTD | +105.3% | +16.1% | +89.1% | +87.8% |
| 1Y | +91.4% | +27.3% | +64.0% | +67.6% |
| 3Y | +84.6% | +50.9% | +33.7% | +46.2% |
| 5Y | +191.7% | +81.4% | +110.4% | +108.3% |
| 10Y | +73.3% | +417.0% | -343.7% | -23.7% |
| All | -73.9% | +1,871.5% | -1,945.4% | -93.1% |
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