-23.7%
MARA vs USO
+111.6%
-135.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.2% | +7.0% | +4.5% |
| 7D | +5.9% | +9.1% | -3.2% | +7.3% |
| 30D | +24.3% | +21.7% | +2.6% | +28.0% |
| 3M | -12.0% | +20.2% | -32.2% | -8.0% |
| 6M | +40.1% | +43.4% | -3.2% | +43.4% |
| YTD | +33.4% | +124.0% | -90.6% | +13.8% |
| 1Y | -23.7% | +112.2% | -135.9% | -33.7% |
| All | -23.7% | +111.6% | -135.4% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling