+108.4%
USO vs ALM
+19.0%
+89.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.7% | -8.1% | +0.4% |
| 7D | -1.9% | +1.2% | -3.1% | -1.6% |
| 30D | -5.2% | -19.3% | +14.1% | -6.8% |
| 3M | +16.4% | -40.6% | +57.1% | +11.9% |
| 6M | +2.5% | -57.9% | +60.4% | -2.3% |
| YTD | +110.5% | -6.7% | +117.2% | +101.4% |
| 1Y | +108.4% | +20.2% | +88.2% | +102.1% |
| All | +108.4% | +19.0% | +89.5% | +102.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling