+84.4%
USO vs M
-7.1%
+91.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.9% | -0.5% |
| 7D | -1.9% | +7.0% | -8.9% | -2.6% |
| 30D | -5.2% | +8.9% | -14.1% | -6.1% |
| 3M | +16.4% | +4.5% | +11.9% | +15.5% |
| 6M | +2.5% | +36.2% | -33.7% | -1.5% |
| YTD | +110.5% | +15.1% | +95.4% | +104.8% |
| 1Y | +108.4% | +27.4% | +81.0% | +100.1% |
| 3Y | +99.6% | +160.1% | -60.5% | +70.6% |
| 5Y | +160.1% | -1.6% | +161.6% | +141.4% |
| All | +84.4% | -7.1% | +91.5% | +38.8% |
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