+213.1%
USO vs AVTR
-64.6%
+277.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | +9.1% | -1.1% | +10.2% | +9.1% |
| 30D | +21.7% | +6.3% | +15.4% | +21.6% |
| 3M | +20.2% | +53.3% | -33.1% | +20.2% |
| 6M | +43.4% | +78.6% | -35.3% | +43.4% |
| YTD | +124.0% | +29.2% | +94.7% | +125.9% |
| 1Y | +112.2% | +13.8% | +98.4% | +114.3% |
| 3Y | +97.7% | -27.4% | +125.1% | +99.4% |
| All | +213.1% | -64.6% | +277.7% | +214.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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