+91.4%
USO vs ALC
-10.2%
+101.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | -0.7% |
| 7D | +9.5% | -2.1% | +11.5% | +8.8% |
| 30D | +23.6% | -0.1% | +23.7% | +23.7% |
| 3M | +3.8% | +5.9% | -2.1% | +6.1% |
| 6M | +55.0% | -15.9% | +71.0% | +49.6% |
| YTD | +105.3% | -10.1% | +115.4% | +97.4% |
| 1Y | +91.4% | -10.2% | +101.6% | +79.4% |
| All | +91.4% | -10.2% | +101.5% | +79.4% |
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