+159.6%
USO vs APTV
-77.5%
+237.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | -1.9% | -1.7% | -0.2% | -1.9% |
| 30D | -5.2% | -11.6% | +6.4% | -5.0% |
| 3M | +16.4% | -21.2% | +37.6% | +16.9% |
| 6M | +2.5% | -28.5% | +31.0% | +3.1% |
| YTD | +110.5% | -49.1% | +159.6% | +115.2% |
| 1Y | +108.4% | -52.2% | +160.6% | +113.9% |
| 3Y | +99.6% | -48.6% | +148.3% | +100.2% |
| All | +159.6% | -77.5% | +237.1% | +206.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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