+98.1%
USO vs ALK
+16.0%
+82.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.3% |
| 7D | -12.1% | +9.0% | -21.1% | -10.1% |
| 30D | +3.1% | -1.6% | +4.8% | +3.4% |
| 3M | +24.9% | -23.2% | +48.0% | +20.2% |
| 6M | +10.8% | -3.9% | +14.7% | +11.7% |
| YTD | +114.6% | -22.6% | +137.2% | +118.2% |
| 1Y | +109.4% | -5.3% | +114.7% | +111.3% |
| 3Y | +98.1% | +18.6% | +79.5% | +97.4% |
| All | +98.1% | +16.0% | +82.2% | +97.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling