-73.9%
USO vs ALB
+644.1%
-718.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.4% | +0.9% |
| 7D | +9.5% | -8.1% | +17.5% | +11.4% |
| 30D | +23.6% | +6.3% | +17.3% | +21.7% |
| 3M | +3.8% | -23.6% | +27.4% | +9.2% |
| 6M | +55.0% | -24.6% | +79.7% | +61.3% |
| YTD | +105.3% | -10.3% | +115.5% | +103.1% |
| 1Y | +91.4% | +61.5% | +29.9% | +62.2% |
| 3Y | +84.6% | -34.0% | +118.5% | +80.0% |
| 5Y | +191.7% | -44.6% | +236.3% | +179.7% |
| 10Y | +73.3% | +76.1% | -2.8% | +1.3% |
| All | -73.9% | +644.1% | -718.0% | -90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling