+76.1%
USO vs APD
+188.9%
-112.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -10.6% | -0.2% | -10.3% | -10.6% |
| 30D | -4.6% | +11.0% | -15.6% | -7.0% |
| 3M | +12.3% | +2.0% | +10.3% | +11.6% |
| 6M | +5.9% | +7.1% | -1.2% | +3.7% |
| YTD | +104.5% | +29.8% | +74.8% | +90.9% |
| 1Y | +97.3% | +24.0% | +73.3% | +86.0% |
| 3Y | +97.0% | +27.2% | +69.9% | +80.6% |
| 5Y | +151.2% | +12.8% | +138.4% | +136.8% |
| 10Y | +76.1% | +185.0% | -108.9% | +27.8% |
| All | +76.1% | +188.9% | -112.8% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling