+82.0%
USO vs AZN
+223.4%
-141.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | +9.1% | -1.6% | +10.7% | +9.3% |
| 30D | +21.7% | +1.1% | +20.6% | +21.5% |
| 3M | +20.2% | -12.1% | +32.4% | +21.7% |
| 6M | +43.4% | -17.1% | +60.5% | +45.6% |
| YTD | +124.0% | -12.0% | +135.9% | +125.0% |
| 1Y | +112.2% | -0.2% | +112.4% | +109.1% |
| 3Y | +97.7% | +26.8% | +70.9% | +85.0% |
| 5Y | +217.4% | +56.9% | +160.5% | +179.0% |
| All | +82.0% | +223.4% | -141.4% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 AZN 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