+108.4%
USO vs ALB
-15.8%
+124.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.4% |
| 7D | -1.9% | -5.8% | +3.9% | -2.3% |
| 30D | -5.2% | -4.5% | -0.7% | -5.3% |
| 3M | +16.4% | -28.1% | +44.5% | +14.7% |
| 6M | +2.5% | -53.2% | +55.7% | -1.0% |
| YTD | +110.5% | -33.3% | +143.8% | +111.8% |
| 1Y | +108.4% | -17.4% | +125.8% | +110.6% |
| All | +108.4% | -15.8% | +124.2% | +110.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling