+1.2%
USO vs ALM
-63.0%
+64.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.5% | +9.7% | +2.4% |
| 7D | -1.4% | -4.0% | +2.6% | -1.8% |
| 30D | -4.6% | -30.5% | +25.9% | -8.1% |
| 3M | +14.7% | -46.9% | +61.6% | +8.1% |
| 6M | +1.2% | -65.5% | +66.7% | -4.4% |
| All | +1.2% | -63.0% | +64.2% | -4.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling