-72.4%
USO vs AZN
+559.2%
-631.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.6% | +3.1% |
| 7D | +6.2% | -2.9% | +9.2% | +6.9% |
| 30D | +19.1% | -3.1% | +22.2% | +19.8% |
| 3M | +14.2% | -14.4% | +28.7% | +17.9% |
| 6M | +43.7% | -19.5% | +63.2% | +49.7% |
| YTD | +116.8% | -13.8% | +130.6% | +121.1% |
| 1Y | +104.3% | -2.4% | +106.7% | +101.3% |
| 3Y | +91.5% | +21.3% | +70.3% | +74.8% |
| 5Y | +214.1% | +53.6% | +160.4% | +161.2% |
| 10Y | +77.0% | +220.1% | -143.1% | +12.9% |
| All | -72.4% | +559.2% | -631.6% | -88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling