+98.1%
USO vs AVAV
-5.8%
+103.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.5% | -10.3% | -0.1% |
| 7D | -12.1% | -10.6% | -1.5% | -11.9% |
| 30D | +3.1% | -18.8% | +21.9% | +3.4% |
| 3M | +24.9% | -34.1% | +59.0% | +25.4% |
| 6M | +10.8% | -35.3% | +46.1% | +11.3% |
| YTD | +114.6% | -53.4% | +168.0% | +116.6% |
| 1Y | +109.4% | -65.6% | +175.0% | +114.6% |
| 3Y | +98.1% | -5.1% | +103.2% | +96.4% |
| All | +98.1% | -5.8% | +103.9% | +96.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling