-81.4%
USO vs AWK
+969.7%
-1,051.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +9.5% | +1.7% | +7.7% | +9.2% |
| 30D | +23.6% | +5.6% | +18.0% | +22.6% |
| 3M | +3.8% | +15.9% | -12.0% | +1.4% |
| 6M | +55.0% | +4.6% | +50.5% | +53.8% |
| YTD | +105.3% | +10.1% | +95.2% | +101.9% |
| 1Y | +91.4% | +2.1% | +89.3% | +90.1% |
| 3Y | +84.6% | +9.8% | +74.7% | +78.8% |
| 5Y | +191.7% | -15.4% | +207.1% | +195.1% |
| 10Y | +73.3% | +129.4% | -56.1% | +30.8% |
| All | -81.4% | +969.7% | -1,051.0% | -92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling