+84.4%
USO vs ALM
+2,100.8%
-2,016.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.7% | -8.1% | -0.4% |
| 7D | -1.9% | +1.2% | -3.1% | -1.9% |
| 30D | -5.2% | -19.3% | +14.1% | -5.1% |
| 3M | +16.4% | -40.6% | +57.1% | +16.6% |
| 6M | +2.5% | -57.9% | +60.4% | +3.0% |
| YTD | +110.5% | -6.7% | +117.2% | +107.5% |
| 1Y | +108.4% | +20.2% | +88.2% | +104.3% |
| 3Y | +99.6% | +879.4% | -779.8% | +84.8% |
| 5Y | +160.1% | +415.3% | -255.2% | +142.3% |
| All | +84.4% | +2,100.8% | -2,016.4% | +93.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling