+906.2%
MU vs USO
+101.6%
+804.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.9% | +10.1% | +6.4% |
| 7D | -12.0% | -9.1% | -3.0% | -11.6% |
| 30D | -28.7% | -3.7% | -25.0% | -28.5% |
| 3M | -16.4% | +20.9% | -37.4% | -17.5% |
| 6M | -1.8% | +6.8% | -8.6% | -2.7% |
| YTD | +157.1% | +106.3% | +50.8% | +104.0% |
| 1Y | +208.5% | +100.2% | +108.3% | +147.5% |
| 3Y | +906.2% | +103.1% | +803.1% | +702.8% |
| All | +906.2% | +101.6% | +804.5% | +702.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling