-47.2%
USO vs ALLE
+260.9%
-308.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | +9.5% | -0.2% | +9.7% | +9.5% |
| 30D | +23.6% | -6.8% | +30.4% | +25.2% |
| 3M | +3.8% | +21.0% | -17.2% | -0.7% |
| 6M | +55.0% | +1.1% | +53.9% | +53.4% |
| YTD | +105.3% | -0.5% | +105.8% | +103.4% |
| 1Y | +91.4% | -7.3% | +98.6% | +92.4% |
| 3Y | +84.6% | +42.3% | +42.3% | +62.6% |
| 5Y | +191.7% | +13.5% | +178.3% | +171.3% |
| 10Y | +73.3% | +144.0% | -70.7% | +26.7% |
| All | -47.2% | +260.9% | -308.1% | -64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling