+84.4%
USO vs ATI
+961.4%
-877.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +0.2% |
| 7D | -1.9% | +4.2% | -6.1% | -2.6% |
| 30D | -5.2% | -2.5% | -2.7% | -5.2% |
| 3M | +16.4% | -19.4% | +35.9% | +19.6% |
| 6M | +2.5% | +11.1% | -8.6% | -0.7% |
| YTD | +110.5% | +59.5% | +51.0% | +87.5% |
| 1Y | +108.4% | +85.8% | +22.7% | +80.1% |
| 3Y | +99.6% | +311.9% | -212.3% | +41.7% |
| 5Y | +160.1% | +963.2% | -803.2% | +45.6% |
| All | +84.4% | +961.4% | -877.0% | -3.3% |
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