-48.9%
USO vs ALM
+7,705.7%
-7,754.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | +9.5% | -2.6% | +12.1% | +9.5% |
| 30D | +23.6% | +32.0% | -8.4% | +23.6% |
| 3M | +3.8% | -15.0% | +18.9% | +3.8% |
| 6M | +55.0% | -10.1% | +65.2% | +55.0% |
| YTD | +105.3% | +99.4% | +5.8% | +105.1% |
| 1Y | +91.4% | +316.4% | -225.0% | +91.0% |
| 3Y | +84.6% | +2,022.0% | -1,937.4% | +83.9% |
| 5Y | +191.7% | +941.2% | -749.4% | +190.8% |
| 10Y | +73.3% | +2,950.3% | -2,877.1% | +72.8% |
| All | -48.9% | +7,705.7% | -7,754.7% | -49.0% |
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