+32.7%
USO vs ALC
+27.5%
+5.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.3% |
| 7D | -2.7% | -6.3% | +3.6% | -1.9% |
| 30D | -6.3% | +12.6% | -18.9% | -8.0% |
| 3M | +10.9% | -3.8% | +14.7% | +11.2% |
| 6M | +2.0% | +16.8% | -14.8% | -0.9% |
| YTD | +104.6% | -7.6% | +112.2% | +105.0% |
| 1Y | +94.5% | -5.9% | +100.4% | +94.0% |
| 3Y | +97.1% | +0.6% | +96.5% | +87.4% |
| 5Y | +151.6% | -9.5% | +161.1% | +142.3% |
| All | +32.7% | +27.5% | +5.2% | +11.3% |
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 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