+160.0%
USO vs ALLY
-9.5%
+169.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.2% |
| 7D | -12.1% | +0.9% | -13.0% | -12.2% |
| 30D | +3.1% | +3.1% | 0.0% | +2.9% |
| 3M | +24.9% | -12.6% | +37.4% | +25.7% |
| 6M | +10.8% | -12.4% | +23.2% | +11.3% |
| YTD | +114.6% | -13.2% | +127.7% | +115.5% |
| 1Y | +109.4% | +1.8% | +107.6% | +105.5% |
| 3Y | +98.1% | +58.0% | +40.1% | +80.8% |
| All | +160.0% | -9.5% | +169.5% | +138.3% |
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