-74.1%
MARA vs USO
+86.2%
-160.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.2% | +7.0% | +5.5% |
| 7D | +5.9% | +9.1% | -3.2% | +2.7% |
| 30D | +24.3% | +21.7% | +2.6% | +16.0% |
| 3M | -12.0% | +20.2% | -32.2% | -19.0% |
| 6M | +40.1% | +43.4% | -3.2% | +15.7% |
| YTD | +33.4% | +124.0% | -90.6% | -10.0% |
| 1Y | -23.7% | +112.2% | -135.9% | -47.6% |
| 3Y | +19.0% | +97.7% | -78.7% | -19.5% |
| 5Y | -66.5% | +217.4% | -283.9% | -83.2% |
| All | -74.1% | +86.2% | -160.3% | -83.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling