+195.5%
USO vs ALLY
+1.6%
+193.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +9.5% | +3.7% | +5.8% | +9.2% |
| 30D | +23.6% | -2.3% | +25.8% | +23.7% |
| 3M | +3.8% | +3.8% | 0.0% | +3.3% |
| 6M | +55.0% | +9.7% | +45.3% | +52.5% |
| YTD | +105.3% | -1.4% | +106.7% | +104.7% |
| 1Y | +91.4% | +8.2% | +83.1% | +87.9% |
| 3Y | +84.6% | +66.5% | +18.1% | +68.2% |
| All | +195.5% | +1.6% | +193.9% | +169.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling