+200.5%
USO vs ALB
-43.6%
+244.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +2.7% |
| 7D | +3.6% | -4.4% | +8.0% | +3.9% |
| 30D | +23.8% | -1.2% | +24.9% | +23.8% |
| 3M | +8.1% | -13.3% | +21.4% | +9.0% |
| 6M | +34.3% | -19.8% | +54.0% | +35.7% |
| YTD | +111.1% | -7.9% | +119.1% | +109.8% |
| 1Y | +99.9% | +60.2% | +39.8% | +87.1% |
| 3Y | +86.5% | -26.4% | +112.9% | +83.6% |
| 5Y | +200.5% | -42.5% | +243.1% | +212.6% |
| All | +200.5% | -43.6% | +244.1% | +212.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling