+36.5%
USO vs ALC
+30.4%
+6.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.7% |
| 7D | -1.9% | -1.1% | -0.8% | -1.8% |
| 30D | -5.2% | +16.0% | -21.2% | -7.3% |
| 3M | +16.4% | +0.8% | +15.6% | +16.0% |
| 6M | +2.5% | +16.8% | -14.3% | -0.4% |
| YTD | +110.5% | -5.5% | +116.0% | +110.3% |
| 1Y | +108.4% | -5.3% | +113.7% | +108.0% |
| 3Y | +99.6% | +4.1% | +95.6% | +88.7% |
| 5Y | +160.1% | -7.1% | +167.1% | +149.3% |
| All | +36.5% | +30.4% | +6.1% | +14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling