+81.0%
USO vs M
-5.1%
+86.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -2.7% | -3.3% | +0.6% | -2.5% |
| 30D | -6.3% | +8.1% | -14.4% | -7.2% |
| 3M | +10.9% | +2.2% | +8.6% | +10.3% |
| 6M | +2.0% | +35.1% | -33.1% | -1.9% |
| YTD | +104.6% | +15.8% | +88.7% | +98.9% |
| 1Y | +94.5% | +25.8% | +68.7% | +87.1% |
| 3Y | +97.1% | +156.2% | -59.2% | +68.7% |
| 5Y | +151.6% | -2.4% | +154.0% | +133.9% |
| 10Y | +81.0% | -7.1% | +88.1% | +36.5% |
| All | +81.0% | -5.1% | +86.1% | +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