+4,407.5%
MU vs USO
+87.0%
+4,320.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | +12.8% | -1.9% | +14.7% | +13.1% |
| 30D | -14.9% | -5.2% | -9.7% | -14.2% |
| 3M | -18.0% | +16.4% | -34.5% | -20.5% |
| 6M | -3.1% | +2.5% | -5.6% | -4.7% |
| YTD | +172.9% | +110.5% | +62.4% | +125.2% |
| 1Y | +228.8% | +108.4% | +120.4% | +172.0% |
| 3Y | +950.8% | +99.6% | +851.2% | +771.2% |
| 5Y | +931.3% | +160.1% | +771.2% | +665.8% |
| All | +4,407.5% | +87.0% | +4,320.5% | +3,888.7% |
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 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