+77.0%
USO vs M
-7.1%
+84.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.2% | +6.9% | +3.1% |
| 7D | +6.2% | -4.1% | +10.3% | +6.6% |
| 30D | +19.1% | -13.6% | +32.7% | +20.6% |
| 3M | +14.2% | -2.3% | +16.5% | +13.9% |
| 6M | +43.7% | +21.9% | +21.8% | +39.6% |
| YTD | +116.8% | -0.6% | +117.4% | +114.6% |
| 1Y | +104.3% | +29.7% | +74.6% | +95.6% |
| 3Y | +91.5% | +107.3% | -15.7% | +68.0% |
| 5Y | +214.1% | +20.5% | +193.6% | +180.3% |
| 10Y | +77.0% | -6.1% | +83.1% | +36.5% |
| All | +77.0% | -7.1% | +84.1% | +36.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling