+42.2%
MA vs USO
+81.7%
-39.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.7% | +9.5% | -12.2% | -2.4% |
| 30D | +1.5% | +23.6% | -22.0% | +2.2% |
| 3M | +20.4% | +3.8% | +16.6% | +20.9% |
| 6M | +11.1% | +55.0% | -43.9% | +12.5% |
| YTD | +2.0% | +105.3% | -103.3% | +3.3% |
| 1Y | -2.2% | +91.4% | -93.5% | -0.8% |
| All | +42.2% | +81.7% | -39.4% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 3y: compounded portfolio wealth divided by compounded USO 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…
3y analysis · Full analysis span regression · 6 months rolling