+151.2%
USO vs ALM
+395.6%
-244.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.2% | +6.4% | -0.9% |
| 7D | -10.6% | -6.3% | -4.2% | -10.6% |
| 30D | -4.6% | -31.4% | +26.9% | -4.6% |
| 3M | +12.3% | -40.6% | +52.9% | +12.2% |
| 6M | +5.9% | -58.6% | +64.5% | +6.2% |
| YTD | +104.5% | -7.6% | +112.1% | +99.1% |
| 1Y | +97.3% | +13.8% | +83.5% | +90.6% |
| 3Y | +97.0% | +842.1% | -745.1% | +67.8% |
| 5Y | +151.2% | +407.4% | -256.2% | +125.8% |
| All | +151.2% | +395.6% | -244.4% | +125.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling