+85.0%
USO vs ALLY
+172.1%
-87.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.4% |
| 7D | -1.4% | -2.1% | +0.7% | -1.1% |
| 30D | -4.6% | +2.0% | -6.6% | -5.1% |
| 3M | +14.7% | -13.3% | +28.1% | +17.5% |
| 6M | +1.2% | -9.9% | +11.1% | +2.2% |
| YTD | +111.2% | -13.5% | +124.7% | +113.3% |
| 1Y | +109.3% | -2.8% | +112.1% | +105.6% |
| 3Y | +103.5% | +63.4% | +40.0% | +72.3% |
| 5Y | +160.9% | -10.9% | +171.8% | +146.6% |
| All | +85.0% | +172.1% | -87.1% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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