-73.2%
USO vs ATI
+249.1%
-322.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.4% | +1.8% | +3.0% |
| 7D | -1.4% | +13.0% | -14.4% | -4.0% |
| 30D | -4.6% | +0.2% | -4.8% | -5.2% |
| 3M | +14.7% | -17.5% | +32.2% | +18.2% |
| 6M | +1.2% | +18.1% | -16.9% | -4.1% |
| YTD | +111.2% | +65.7% | +45.5% | +81.7% |
| 1Y | +109.3% | +91.9% | +17.4% | +73.9% |
| 3Y | +103.5% | +335.2% | -231.8% | +34.0% |
| 5Y | +160.9% | +1,004.3% | -843.4% | +32.7% |
| 10Y | +86.9% | +1,019.2% | -932.4% | -18.5% |
| All | -73.2% | +249.1% | -322.3% | -88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling