+200.5%
USO vs APD
+26.2%
+174.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.0% | +3.0% |
| 7D | +3.6% | -2.5% | +6.1% | +3.9% |
| 30D | +23.8% | -1.9% | +25.7% | +24.0% |
| 3M | +8.1% | +8.2% | -0.2% | +6.7% |
| 6M | +34.3% | +10.7% | +23.5% | +32.3% |
| YTD | +111.1% | +22.9% | +88.2% | +105.3% |
| 1Y | +99.9% | +5.8% | +94.1% | +97.8% |
| 3Y | +86.5% | +7.8% | +78.7% | +83.3% |
| 5Y | +200.5% | +26.1% | +174.4% | +204.7% |
| All | +200.5% | +26.2% | +174.3% | +204.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling