+159.6%
USO vs AWK
-2.4%
+162.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.2% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -5.2% | +14.3% | -19.5% | -4.4% |
| 3M | +16.4% | +10.3% | +6.1% | +17.2% |
| 6M | +2.5% | +18.9% | -16.5% | +3.8% |
| YTD | +110.5% | +17.7% | +92.8% | +113.3% |
| 1Y | +108.4% | +16.9% | +91.6% | +111.1% |
| 3Y | +99.6% | +32.2% | +67.5% | +102.7% |
| All | +159.6% | -2.4% | +162.1% | +162.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling