+82.0%
USO vs AWK
+132.0%
-50.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.2% |
| 7D | +9.1% | -2.1% | +11.3% | +9.2% |
| 30D | +21.7% | +2.1% | +19.6% | +21.6% |
| 3M | +20.2% | +11.4% | +8.9% | +19.9% |
| 6M | +43.4% | +3.9% | +39.4% | +43.2% |
| YTD | +124.0% | +7.7% | +116.3% | +123.7% |
| 1Y | +112.2% | +1.3% | +110.9% | +112.1% |
| 3Y | +97.7% | +7.2% | +90.5% | +96.8% |
| 5Y | +217.4% | -17.0% | +234.4% | +222.0% |
| All | +82.0% | +132.0% | -50.0% | +76.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling