-47.5%
USO vs ALM
+3,289.7%
-3,337.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.5% | +9.7% | +3.3% |
| 7D | -1.4% | -4.0% | +2.6% | -1.4% |
| 30D | -4.6% | -30.5% | +25.9% | -4.6% |
| 3M | +14.7% | -46.9% | +61.6% | +14.7% |
| 6M | +1.2% | -65.5% | +66.7% | +1.3% |
| YTD | +111.2% | -13.4% | +124.6% | +111.0% |
| 1Y | +109.3% | +9.8% | +99.5% | +109.1% |
| 3Y | +103.5% | +783.1% | -679.6% | +102.8% |
| 5Y | +160.9% | +378.3% | -217.4% | +160.1% |
| 10Y | +86.9% | +1,942.8% | -1,856.0% | +86.4% |
| All | -47.5% | +3,289.7% | -3,337.2% | -47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling