+82.6%
USO vs ALK
+2.1%
+80.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | +0.2% |
| 7D | +9.5% | -0.7% | +10.1% | +9.4% |
| 30D | +23.6% | -19.2% | +42.8% | +19.2% |
| 3M | +3.8% | -1.5% | +5.3% | +4.3% |
| 6M | +55.0% | -13.1% | +68.1% | +58.8% |
| YTD | +105.3% | -16.4% | +121.7% | +110.0% |
| 1Y | +91.4% | -33.1% | +124.4% | +96.8% |
| All | +82.6% | +2.1% | +80.5% | +87.5% |
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