+66.5%
USO vs ALK
-38.6%
+105.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.1% | +6.0% | +3.0% |
| 7D | +3.6% | +0.1% | +3.4% | +3.6% |
| 30D | +23.8% | -18.5% | +42.2% | +24.8% |
| 3M | +8.1% | -3.6% | +11.6% | +7.5% |
| 6M | +34.3% | -3.7% | +37.9% | +32.5% |
| YTD | +111.1% | -19.0% | +130.2% | +111.5% |
| 1Y | +99.9% | -36.0% | +136.0% | +105.6% |
| 3Y | +86.5% | +2.3% | +84.2% | +74.6% |
| 5Y | +200.5% | -27.8% | +228.3% | +190.8% |
| 10Y | +66.5% | -39.0% | +105.5% | +38.4% |
| All | +66.5% | -38.6% | +105.1% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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