+84.4%
USO vs ALB
+32.4%
+52.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | -1.9% | -5.8% | +3.9% | -1.2% |
| 30D | -5.2% | -4.5% | -0.7% | -4.8% |
| 3M | +16.4% | -28.1% | +44.5% | +20.6% |
| 6M | +2.5% | -53.2% | +55.7% | +11.5% |
| YTD | +110.5% | -33.3% | +143.8% | +116.1% |
| 1Y | +108.4% | -17.4% | +125.8% | +107.1% |
| 3Y | +99.6% | -14.1% | +113.8% | +86.6% |
| 5Y | +160.1% | -64.0% | +224.1% | +174.2% |
| All | +84.4% | +32.4% | +52.0% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling