+109.6%
USO vs UMAC
+508.0%
-398.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -6.4% | +9.1% | +2.7% |
| 7D | +6.2% | +3.3% | +3.0% | +6.2% |
| 30D | +19.1% | -10.4% | +29.5% | +19.1% |
| 3M | +14.2% | +1.8% | +12.5% | +14.1% |
| 6M | +43.7% | +40.7% | +3.0% | +42.8% |
| YTD | +116.8% | +90.9% | +26.0% | +114.5% |
| 1Y | +104.3% | +151.8% | -47.4% | +101.6% |
| All | +109.6% | +508.0% | -398.4% | +109.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling