-70.9%
USO vs AZO
+2,809.1%
-2,880.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.0% | +6.6% | +5.7% |
| 7D | +11.5% | -2.9% | +14.4% | +11.9% |
| 30D | +24.1% | -5.3% | +29.4% | +24.9% |
| 3M | +17.9% | -7.3% | +25.3% | +18.8% |
| 6M | +49.6% | -22.7% | +72.3% | +54.0% |
| YTD | +129.0% | -15.0% | +144.0% | +131.9% |
| 1Y | +112.0% | -32.2% | +144.2% | +121.8% |
| 3Y | +102.3% | +10.0% | +92.3% | +93.4% |
| 5Y | +224.5% | +85.8% | +138.7% | +178.4% |
| 10Y | +86.9% | +298.9% | -211.9% | +36.9% |
| All | -70.9% | +2,809.1% | -2,880.0% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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