+77.0%
USO vs AVAV
+478.0%
-401.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.4% | +8.1% | +3.1% |
| 7D | +6.2% | -3.2% | +9.4% | +6.5% |
| 30D | +19.1% | -25.6% | +44.7% | +21.7% |
| 3M | +14.2% | -20.2% | +34.5% | +15.4% |
| 6M | +43.7% | -38.1% | +81.8% | +47.7% |
| YTD | +116.8% | -41.8% | +158.6% | +121.7% |
| 1Y | +104.3% | -39.0% | +143.4% | +106.5% |
| 3Y | +91.5% | +24.1% | +67.5% | +72.4% |
| 5Y | +214.1% | +53.0% | +161.0% | +167.2% |
| 10Y | +77.0% | +493.8% | -416.8% | +29.8% |
| All | +77.0% | +478.0% | -401.0% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling