+121.4%
USO vs UMAC
+488.3%
-366.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.2% | +8.9% | +5.6% |
| 7D | +11.5% | -4.0% | +15.5% | +11.5% |
| 30D | +24.1% | -9.4% | +33.5% | +24.1% |
| 3M | +17.9% | +3.0% | +15.0% | +17.8% |
| 6M | +49.6% | +27.2% | +22.4% | +48.8% |
| YTD | +129.0% | +84.7% | +44.3% | +126.5% |
| 1Y | +112.0% | +136.5% | -24.5% | +109.2% |
| All | +121.4% | +488.3% | -366.9% | +120.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 3y: compounded portfolio wealth divided by compounded UMAC 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…
3y analysis · Full analysis span regression · 6 months rolling