-90.1%
MARA vs USO
-51.8%
-38.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.9% | +1.7% | +3.6% |
| 7D | +15.6% | +3.6% | +12.1% | +14.3% |
| 30D | +17.2% | +23.8% | -6.5% | +8.5% |
| 3M | -14.2% | +8.1% | -22.2% | -18.1% |
| 6M | +47.7% | +34.3% | +13.4% | +24.5% |
| YTD | +31.7% | +111.1% | -79.4% | -9.0% |
| 1Y | -22.2% | +99.9% | -122.1% | -45.2% |
| 3Y | +8.4% | +86.5% | -78.1% | -24.7% |
| 5Y | -68.3% | +200.5% | -268.8% | -83.3% |
| 10Y | -74.9% | +66.5% | -141.4% | -84.4% |
| All | -90.1% | -51.8% | -38.3% | -83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling