-53.6%
USO vs APTV
+194.6%
-248.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.1% | -0.7% |
| 7D | +9.5% | +4.8% | +4.6% | +8.4% |
| 30D | +23.6% | +2.0% | +21.6% | +22.9% |
| 3M | +3.8% | -34.2% | +38.1% | +11.9% |
| 6M | +55.0% | -34.7% | +89.7% | +65.6% |
| YTD | +105.3% | -37.0% | +142.2% | +120.2% |
| 1Y | +91.4% | -40.4% | +131.8% | +107.1% |
| 3Y | +84.6% | -54.1% | +138.7% | +105.3% |
| 5Y | +191.7% | -68.0% | +259.8% | +243.1% |
| 10Y | +73.3% | -15.5% | +88.8% | +37.0% |
| All | -53.6% | +194.6% | -248.2% | -76.2% |
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