+104.3%
USO vs ALC
-14.0%
+118.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +2.4% |
| 7D | +6.2% | -5.3% | +11.5% | +4.6% |
| 30D | +19.1% | -7.1% | +26.2% | +16.7% |
| 3M | +14.2% | +0.8% | +13.4% | +15.0% |
| 6M | +43.7% | -16.0% | +59.7% | +38.1% |
| YTD | +116.8% | -12.7% | +129.6% | +106.8% |
| 1Y | +104.3% | -12.8% | +117.2% | +91.9% |
| All | +104.3% | -14.0% | +118.3% | +91.9% |
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