+207.3%
USO vs ATI
+1,064.3%
-856.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.7% |
| 7D | +6.2% | +2.4% | +3.8% | +6.1% |
| 30D | +19.1% | -9.5% | +28.6% | +19.9% |
| 3M | +14.2% | +10.4% | +3.8% | +13.3% |
| 6M | +43.7% | +31.8% | +11.9% | +39.9% |
| YTD | +116.8% | +80.0% | +36.9% | +100.8% |
| 1Y | +104.3% | +175.8% | -71.5% | +76.6% |
| 3Y | +91.5% | +364.2% | -272.7% | +47.7% |
| All | +207.3% | +1,064.3% | -856.9% | +86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling