+91.4%
USO vs ATI
+358.3%
-266.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.7% |
| 7D | +6.2% | +2.4% | +3.8% | +6.3% |
| 30D | +19.1% | -9.5% | +28.6% | +18.9% |
| 3M | +14.2% | +10.4% | +3.8% | +14.7% |
| 6M | +43.7% | +31.8% | +11.9% | +45.2% |
| YTD | +116.8% | +80.0% | +36.9% | +111.5% |
| 1Y | +104.3% | +175.8% | -71.5% | +89.7% |
| All | +91.4% | +358.3% | -266.9% | +78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling