+112.0%
USO vs ALM
+279.2%
-167.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-10 to 2026-09-10.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -9.6% | +15.2% | +4.9% |
| 7D | +11.5% | -7.1% | +18.6% | +10.9% |
| 30D | +24.1% | +24.7% | -0.6% | +26.4% |
| 3M | +17.9% | +8.3% | +9.6% | +20.1% |
| 6M | +49.6% | -22.2% | +71.8% | +52.7% |
| YTD | +129.0% | +88.1% | +40.9% | +131.3% |
| 1Y | +112.0% | +272.4% | -160.4% | +100.6% |
| All | +112.0% | +279.2% | -167.2% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 2025-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALM 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…
2025-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling