-60.9%
USO vs AVAV
+407.8%
-468.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +12.6% | -16.5% | -5.2% |
| 7D | -9.1% | +3.2% | -12.2% | -9.6% |
| 30D | -3.7% | -7.4% | +3.7% | -3.3% |
| 3M | +20.9% | -32.0% | +52.9% | +25.3% |
| 6M | +6.8% | -24.6% | +31.3% | +8.0% |
| YTD | +106.3% | -47.5% | +153.8% | +113.7% |
| 1Y | +100.2% | -61.5% | +161.7% | +114.9% |
| 3Y | +103.1% | +5.5% | +97.6% | +84.0% |
| 5Y | +146.1% | +35.7% | +110.4% | +108.0% |
| 10Y | +73.5% | +379.1% | -305.6% | +14.9% |
| All | -60.9% | +407.8% | -468.8% | -74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling