+213.1%
USO vs ALNY
+30.5%
+182.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.2% |
| 7D | +9.1% | -6.5% | +15.7% | +9.0% |
| 30D | +21.7% | +11.0% | +10.6% | +22.0% |
| 3M | +20.2% | -14.1% | +34.3% | +20.3% |
| 6M | +43.4% | -22.4% | +65.8% | +43.2% |
| YTD | +124.0% | -37.5% | +161.4% | +123.6% |
| 1Y | +112.2% | -46.9% | +159.1% | +111.8% |
| 3Y | +97.7% | +22.1% | +75.6% | +96.8% |
| All | +213.1% | +30.5% | +182.5% | +214.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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