-48.8%
USO vs ALLY
+124.8%
-173.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +9.5% | +3.7% | +5.8% | +8.6% |
| 30D | +23.6% | -2.3% | +25.8% | +24.1% |
| 3M | +3.8% | +3.8% | 0.0% | +2.4% |
| 6M | +55.0% | +9.7% | +45.3% | +49.3% |
| YTD | +105.3% | -1.4% | +106.7% | +102.3% |
| 1Y | +91.4% | +8.2% | +83.1% | +83.7% |
| 3Y | +84.6% | +66.5% | +18.1% | +53.9% |
| 5Y | +191.7% | +1.2% | +190.5% | +166.5% |
| 10Y | +73.3% | +191.4% | -118.1% | +5.0% |
| All | -48.8% | +124.8% | -173.7% | -68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling