+81.0%
USO vs ALB
+35.3%
+45.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -2.7% | +1.1% | -3.8% | -2.8% |
| 30D | -6.3% | -2.6% | -3.8% | -6.2% |
| 3M | +10.9% | -25.6% | +36.4% | +14.4% |
| 6M | +2.0% | -54.0% | +56.1% | +11.3% |
| YTD | +104.6% | -31.6% | +136.1% | +109.4% |
| 1Y | +94.5% | -6.6% | +101.1% | +90.0% |
| 3Y | +97.1% | -14.0% | +111.1% | +84.4% |
| 5Y | +151.6% | -62.5% | +214.2% | +163.7% |
| 10Y | +81.0% | +36.3% | +44.7% | +37.4% |
| All | +81.0% | +35.3% | +45.7% | +37.4% |
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