-73.9%
USO vs ALK
+431.8%
-505.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.1% |
| 7D | +9.5% | -0.7% | +10.1% | +9.5% |
| 30D | +23.6% | -19.2% | +42.8% | +23.9% |
| 3M | +3.8% | -1.5% | +5.3% | +3.6% |
| 6M | +55.0% | -13.1% | +68.1% | +55.0% |
| YTD | +105.3% | -16.4% | +121.7% | +105.4% |
| 1Y | +91.4% | -33.1% | +124.4% | +93.2% |
| 3Y | +84.6% | +0.6% | +83.9% | +81.0% |
| 5Y | +191.7% | -26.4% | +218.1% | +188.6% |
| 10Y | +73.3% | -34.2% | +107.4% | +67.1% |
| All | -73.9% | +431.8% | -505.8% | -73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling