+103.1%
USO vs APD
+27.3%
+75.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.0% | -5.9% | -4.1% |
| 7D | -9.1% | -1.6% | -7.5% | -8.9% |
| 30D | -3.7% | +10.6% | -14.3% | -4.8% |
| 3M | +20.9% | +2.5% | +18.4% | +20.5% |
| 6M | +6.8% | +6.0% | +0.8% | +6.0% |
| YTD | +106.3% | +28.4% | +77.8% | +100.6% |
| 1Y | +100.2% | +22.2% | +78.0% | +95.5% |
| 3Y | +103.1% | +26.6% | +76.5% | +97.0% |
| All | +103.1% | +27.3% | +75.8% | +97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling