+102.2%
USO vs AWK
+20.7%
+81.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.2% | -10.3% | -8.1% |
| 7D | -12.7% | +7.0% | -19.7% | -13.0% |
| 30D | +1.0% | +17.0% | -16.1% | +0.2% |
| 3M | +25.6% | +12.4% | +13.2% | +24.9% |
| 6M | -1.5% | +19.6% | -21.1% | -2.7% |
| YTD | +110.3% | +17.0% | +93.2% | +111.5% |
| 1Y | +102.2% | +20.0% | +82.1% | +104.2% |
| All | +102.2% | +20.7% | +81.5% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 1y: compounded portfolio wealth divided by compounded AWK 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…
1y analysis · Full analysis span regression · 6 months rolling