+102.7%
MO vs USO
+213.6%
-110.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.4% |
| 7D | +0.1% | +9.1% | -9.0% | -0.3% |
| 30D | +7.1% | +21.7% | -14.5% | +6.1% |
| 3M | -2.0% | +20.2% | -22.2% | -3.0% |
| 6M | +7.3% | +43.4% | -36.1% | +4.9% |
| YTD | +23.5% | +124.0% | -100.5% | +17.5% |
| 1Y | +11.0% | +112.2% | -101.2% | +5.9% |
| 3Y | +95.0% | +97.7% | -2.7% | +85.7% |
| All | +102.7% | +213.6% | -110.8% | +76.5% |
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