+213.1%
USO vs AZN
+55.9%
+157.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | +9.1% | -1.6% | +10.7% | +9.0% |
| 30D | +21.7% | +1.1% | +20.6% | +21.7% |
| 3M | +20.2% | -12.1% | +32.4% | +19.4% |
| 6M | +43.4% | -17.1% | +60.5% | +41.9% |
| YTD | +124.0% | -12.0% | +135.9% | +121.7% |
| 1Y | +112.2% | -0.2% | +112.4% | +110.3% |
| 3Y | +97.7% | +26.8% | +70.9% | +94.3% |
| All | +213.1% | +55.9% | +157.2% | +212.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling