+224.4%
MRK vs USO
+86.2%
+138.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.4% |
| 7D | -4.3% | +9.1% | -13.4% | -4.7% |
| 30D | +8.3% | +21.7% | -13.4% | +7.2% |
| 3M | +20.0% | +20.2% | -0.2% | +18.8% |
| 6M | +25.7% | +43.4% | -17.7% | +22.4% |
| YTD | +38.7% | +124.0% | -85.2% | +30.9% |
| 1Y | +74.7% | +112.2% | -37.5% | +65.3% |
| 3Y | +45.4% | +97.7% | -52.3% | +37.3% |
| 5Y | +129.0% | +217.4% | -88.4% | +103.7% |
| All | +224.4% | +86.2% | +138.2% | +199.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling