-74.0%
USO vs ALB
+461.2%
-535.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | 0.0% |
| 7D | -10.6% | +5.3% | -15.8% | -11.7% |
| 30D | -4.6% | -6.3% | +1.7% | -3.5% |
| 3M | +12.3% | -27.4% | +39.7% | +19.3% |
| 6M | +5.9% | -53.1% | +59.0% | +22.6% |
| YTD | +104.5% | -32.3% | +136.8% | +113.6% |
| 1Y | +97.3% | -7.3% | +104.6% | +90.4% |
| 3Y | +97.0% | -14.9% | +112.0% | +76.8% |
| 5Y | +151.2% | -62.0% | +213.2% | +162.7% |
| 10Y | +76.1% | +33.0% | +43.1% | +8.8% |
| All | -74.0% | +461.2% | -535.2% | -90.3% |
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 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