+112.2%
USO vs AWK
+1.9%
+110.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +21.7% |
| 3M | +20.2% | +11.4% | +8.9% | +19.4% |
| 6M | +43.4% | +3.9% | +39.4% | +43.9% |
| YTD | +124.0% | +7.7% | +116.3% | +126.0% |
| 1Y | +112.2% | +1.3% | +110.9% | +109.9% |
| All | +112.2% | +1.9% | +110.2% | +109.9% |
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