-52.4%
USO vs APTV
+138.1%
-190.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | -1.9% | -1.7% | -0.2% | -1.6% |
| 30D | -5.2% | -11.6% | +6.4% | -3.3% |
| 3M | +16.4% | -21.2% | +37.6% | +21.1% |
| 6M | +2.5% | -28.5% | +31.0% | +7.4% |
| YTD | +110.5% | -49.1% | +159.6% | +133.9% |
| 1Y | +108.4% | -52.2% | +160.6% | +134.5% |
| 3Y | +99.6% | -48.6% | +148.3% | +112.9% |
| 5Y | +160.1% | -77.3% | +237.3% | +230.5% |
| 10Y | +86.3% | -26.9% | +113.1% | +49.7% |
| All | -52.4% | +138.1% | -190.5% | -74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling