-72.4%
USO vs AU
+164.1%
-236.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.0% | +2.6% |
| 7D | +6.2% | +0.6% | +5.6% | +6.1% |
| 30D | +19.1% | +12.3% | +6.8% | +17.1% |
| 3M | +14.2% | +29.4% | -15.1% | +9.6% |
| 6M | +43.7% | +3.2% | +40.5% | +40.1% |
| YTD | +116.8% | +31.8% | +85.0% | +102.2% |
| 1Y | +104.3% | +83.4% | +20.9% | +79.9% |
| 3Y | +91.5% | +623.1% | -531.6% | +32.0% |
| 5Y | +214.1% | +700.5% | -486.4% | +108.0% |
| 10Y | +77.0% | +717.6% | -640.6% | +4.9% |
| All | -72.4% | +164.1% | -236.5% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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