-66.3%
MARA vs USO
+213.6%
-279.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.2% | +7.0% | +5.1% |
| 7D | +5.9% | +9.1% | -3.2% | +4.7% |
| 30D | +24.3% | +21.7% | +2.6% | +21.1% |
| 3M | -12.0% | +20.2% | -32.2% | -14.3% |
| 6M | +40.1% | +43.4% | -3.2% | +28.2% |
| YTD | +33.4% | +124.0% | -90.6% | +7.3% |
| 1Y | -23.7% | +112.2% | -135.9% | -37.9% |
| 3Y | +19.0% | +97.7% | -78.7% | -4.2% |
| All | -66.3% | +213.6% | -279.9% | -83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling