+85.0%
USO vs ALLE
+208.6%
-123.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.3% |
| 7D | -1.4% | +1.6% | -3.0% | -1.7% |
| 30D | -4.6% | +24.1% | -28.7% | -8.2% |
| 3M | +14.7% | +14.8% | -0.1% | +11.8% |
| 6M | +1.2% | +45.9% | -44.6% | -6.2% |
| YTD | +111.2% | +20.7% | +90.5% | +102.3% |
| 1Y | +109.3% | +14.2% | +95.1% | +103.0% |
| 3Y | +103.5% | +90.7% | +12.8% | +69.5% |
| 5Y | +160.9% | +50.6% | +110.4% | +129.5% |
| All | +85.0% | +208.6% | -123.6% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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