-72.7%
USO vs ALK
+392.6%
-465.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -12.1% | +9.0% | -21.1% | -12.2% |
| 30D | +3.1% | -1.6% | +4.8% | +3.1% |
| 3M | +24.9% | -23.2% | +48.0% | +25.3% |
| 6M | +10.8% | -3.9% | +14.7% | +10.4% |
| YTD | +114.6% | -22.6% | +137.2% | +114.8% |
| 1Y | +109.4% | -5.3% | +114.7% | +107.5% |
| 3Y | +98.1% | +18.6% | +79.5% | +92.2% |
| 5Y | +162.4% | -34.4% | +196.8% | +160.4% |
| 10Y | +85.9% | -40.8% | +126.7% | +79.4% |
| All | -72.7% | +392.6% | -465.4% | -72.5% |
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 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