+43.3%
USO vs AVTR
+1.1%
+42.2%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.1% | +3.0% |
| 7D | +6.2% | +1.6% | +4.7% | +6.0% |
| 30D | +19.1% | +8.4% | +10.7% | +17.7% |
| 3M | +14.2% | +50.2% | -35.9% | +7.5% |
| 6M | +43.7% | +82.6% | -38.8% | +30.7% |
| YTD | +116.8% | +29.8% | +87.0% | +107.5% |
| 1Y | +104.3% | +16.0% | +88.4% | +96.5% |
| 3Y | +91.5% | -26.4% | +118.0% | +93.1% |
| 5Y | +214.1% | -64.5% | +278.5% | +275.1% |
| All | +43.3% | +1.1% | +42.2% | +5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling