+200.5%
USO vs AVAV
+44.7%
+155.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +2.7% |
| 7D | +3.6% | +3.2% | +0.4% | +3.4% |
| 30D | +23.8% | -20.3% | +44.1% | +24.9% |
| 3M | +8.1% | -19.4% | +27.5% | +8.8% |
| 6M | +34.3% | -35.3% | +69.5% | +36.6% |
| YTD | +111.1% | -38.5% | +149.6% | +113.7% |
| 1Y | +99.9% | -37.2% | +137.1% | +100.9% |
| 3Y | +86.5% | +31.1% | +55.4% | +70.0% |
| 5Y | +200.5% | +41.0% | +159.5% | +172.9% |
| All | +200.5% | +44.7% | +155.8% | +172.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling