+102.2%
USO vs M
+36.6%
+65.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +7.6% | -15.7% | -5.2% |
| 7D | -12.7% | +8.3% | -21.0% | -9.7% |
| 30D | +1.0% | +14.2% | -13.2% | +6.6% |
| 3M | +25.6% | -1.1% | +26.7% | +26.5% |
| 6M | -1.5% | +36.6% | -38.1% | +12.4% |
| YTD | +110.3% | +19.8% | +90.5% | +141.8% |
| 1Y | +102.2% | +37.2% | +65.0% | +137.0% |
| All | +102.2% | +36.6% | +65.6% | +137.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling