-70.9%
USO vs ALNY
+1,448.9%
-1,519.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.1% | +9.7% | +5.9% |
| 7D | +11.5% | -6.4% | +17.9% | +12.0% |
| 30D | +24.1% | +11.9% | +12.2% | +22.9% |
| 3M | +17.9% | -15.0% | +32.9% | +18.6% |
| 6M | +49.6% | -23.2% | +72.8% | +51.3% |
| YTD | +129.0% | -37.8% | +166.8% | +135.2% |
| 1Y | +112.0% | -47.3% | +159.3% | +120.4% |
| 3Y | +102.3% | +22.9% | +79.4% | +92.0% |
| 5Y | +224.5% | +30.6% | +194.0% | +198.6% |
| 10Y | +86.9% | +254.6% | -167.7% | +44.4% |
| All | -70.9% | +1,448.9% | -1,519.8% | -83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling