+86.5%
USO vs ALC
-15.5%
+102.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.0% | +4.8% | +2.6% |
| 7D | +3.6% | -3.7% | +7.2% | +3.1% |
| 30D | +23.8% | -3.7% | +27.5% | +23.2% |
| 3M | +8.1% | +4.6% | +3.5% | +8.7% |
| 6M | +34.3% | -14.6% | +48.9% | +33.1% |
| YTD | +111.1% | -11.9% | +123.0% | +109.1% |
| 1Y | +99.9% | -13.1% | +113.1% | +98.0% |
| 3Y | +86.5% | -15.0% | +101.5% | +76.8% |
| All | +86.5% | -15.5% | +102.0% | +76.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling