+102.2%
USO vs ALC
+4.2%
+98.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +6.8% | -14.9% | -5.6% |
| 7D | -12.7% | +10.7% | -23.4% | -9.3% |
| 30D | +1.0% | +20.2% | -19.2% | +7.5% |
| 3M | +25.6% | +8.9% | +16.7% | +29.8% |
| 6M | -1.5% | +5.7% | -7.2% | +1.8% |
| YTD | +110.3% | -1.4% | +111.7% | +106.1% |
| 1Y | +102.2% | +4.7% | +97.4% | +103.3% |
| All | +102.2% | +4.2% | +98.0% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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