+76.1%
USO vs ALLY
+182.8%
-106.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.4% |
| 7D | -10.6% | -0.7% | -9.9% | -10.6% |
| 30D | -4.6% | +1.1% | -5.7% | -4.9% |
| 3M | +12.3% | -13.2% | +25.5% | +15.0% |
| 6M | +5.9% | -13.5% | +19.3% | +7.7% |
| YTD | +104.5% | -14.3% | +118.8% | +106.8% |
| 1Y | +97.3% | -1.1% | +98.5% | +93.0% |
| 3Y | +97.0% | +62.0% | +35.0% | +67.2% |
| 5Y | +151.2% | -9.6% | +160.8% | +136.2% |
| 10Y | +76.1% | +176.0% | -99.8% | +18.1% |
| All | +76.1% | +182.8% | -106.7% | +18.1% |
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