+94.5%
USO vs ALC
-4.7%
+99.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | -0.8% |
| 7D | -2.7% | -6.3% | +3.6% | -5.0% |
| 30D | -6.3% | +12.6% | -18.9% | -2.4% |
| 3M | +10.9% | -3.8% | +14.7% | +9.7% |
| 6M | +2.0% | +16.8% | -14.8% | +8.3% |
| YTD | +104.6% | -7.6% | +112.2% | +95.2% |
| 1Y | +94.5% | -5.9% | +100.4% | +87.2% |
| All | +94.5% | -4.7% | +99.2% | +87.2% |
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 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