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  • USO vs ALM✓SelectedUSD · ALMUSO vs ALM performance historyLatest closeAs of+2.70%09/09
Stock and ETF performance explorer

USO vs ALM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+77.0%
ALM return
+3,082.3%
Excess return
-3,005.3%
Maximum drawdown
-86.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioALMExcessAlpha
1D+2.7%-4.1%+6.8%+2.7%
7D+6.2%+3.6%+2.6%+6.2%
30D+19.1%+33.8%-14.7%+18.8%
3M+14.2%+14.8%-0.6%+14.0%
6M+43.7%-7.0%+50.7%+43.6%
YTD+116.8%+108.1%+8.8%+112.7%
1Y+104.3%+313.8%-209.4%+97.0%
3Y+91.5%+2,227.6%-2,136.1%+75.1%
5Y+214.1%+956.6%-742.6%+190.6%
10Y+77.0%+3,082.3%-3,005.3%+73.5%
All+77.0%+3,082.3%-3,005.3%+73.5%

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