+13.5%
MARA vs USO
+100.7%
-87.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.6% | -9.7% | -4.0% |
| 7D | -1.5% | +11.5% | -12.9% | -1.2% |
| 30D | +18.1% | +24.1% | -6.0% | +18.7% |
| 3M | -9.4% | +17.9% | -27.4% | -8.2% |
| 6M | +33.4% | +49.6% | -16.2% | +30.7% |
| YTD | +27.3% | +129.0% | -101.7% | +14.8% |
| 1Y | -27.9% | +112.0% | -139.9% | -34.3% |
| All | +13.5% | +100.7% | -87.2% | -5.4% |
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