+84.4%
USO vs AWK
+157.1%
-72.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.4% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -5.2% | +14.3% | -19.5% | -5.4% |
| 3M | +16.4% | +10.3% | +6.1% | +16.2% |
| 6M | +2.5% | +18.9% | -16.5% | +2.1% |
| YTD | +110.5% | +17.7% | +92.8% | +109.9% |
| 1Y | +108.4% | +16.9% | +91.6% | +107.8% |
| 3Y | +99.6% | +32.2% | +67.5% | +96.8% |
| 5Y | +160.1% | -2.2% | +162.2% | +161.6% |
| All | +84.4% | +157.1% | -72.7% | +93.2% |
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 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