+116.5%
USO vs UMAC
+473.8%
-357.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -2.2% |
| 7D | +9.1% | -3.4% | +12.5% | +9.1% |
| 30D | +21.7% | -15.1% | +36.8% | +21.7% |
| 3M | +20.2% | -10.8% | +31.0% | +20.2% |
| 6M | +43.4% | +15.7% | +27.7% | +42.7% |
| YTD | +124.0% | +80.1% | +43.8% | +121.6% |
| 1Y | +112.2% | +116.7% | -4.5% | +109.4% |
| All | +116.5% | +473.8% | -357.3% | +116.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling