+86.1%
USO vs ATI
+1,155.5%
-1,069.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.7% | +9.3% | +6.2% |
| 7D | +11.5% | -2.7% | +14.2% | +11.9% |
| 30D | +24.1% | -13.5% | +37.6% | +26.8% |
| 3M | +17.9% | +8.5% | +9.4% | +15.7% |
| 6M | +49.6% | +25.2% | +24.4% | +41.5% |
| YTD | +129.0% | +73.4% | +55.6% | +102.6% |
| 1Y | +112.0% | +160.5% | -48.5% | +72.6% |
| 3Y | +102.3% | +347.3% | -245.0% | +42.4% |
| 5Y | +224.5% | +1,049.0% | -824.4% | +80.8% |
| All | +86.1% | +1,155.5% | -1,069.5% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 10y: compounded portfolio wealth divided by compounded ATI 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…
10y analysis · Full analysis span regression · 6 months rolling