+214.1%
USO vs ALM
+958.0%
-743.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 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% | +18.9% |
| 3M | +14.2% | +14.8% | -0.6% | +14.2% |
| 6M | +43.7% | -7.0% | +50.7% | +43.9% |
| YTD | +116.8% | +108.1% | +8.8% | +111.2% |
| 1Y | +104.3% | +313.8% | -209.4% | +93.6% |
| 3Y | +91.5% | +2,227.6% | -2,136.1% | +61.7% |
| 5Y | +214.1% | +956.6% | -742.6% | +181.7% |
| All | +214.1% | +958.0% | -743.9% | +181.7% |
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