-73.2%
USO vs ATI
+280.6%
-353.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.4% | +3.2% |
| 7D | +3.6% | +3.2% | +0.4% | +2.9% |
| 30D | +23.8% | -9.0% | +32.8% | +26.1% |
| 3M | +8.1% | +15.1% | -7.0% | +4.1% |
| 6M | +34.3% | +38.1% | -3.9% | +22.1% |
| YTD | +111.1% | +80.7% | +30.5% | +80.0% |
| 1Y | +99.9% | +167.5% | -67.6% | +55.0% |
| 3Y | +86.5% | +366.0% | -279.5% | +21.8% |
| 5Y | +200.5% | +1,088.8% | -888.2% | +51.3% |
| 10Y | +66.5% | +1,055.0% | -988.4% | -27.7% |
| All | -73.2% | +280.6% | -353.8% | -88.9% |
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 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