+86.5%
USO vs M
+120.4%
-33.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.6% | +5.5% | +2.8% |
| 7D | +3.6% | +2.4% | +1.2% | +3.6% |
| 30D | +23.8% | -11.6% | +35.4% | +23.4% |
| 3M | +8.1% | +1.6% | +6.4% | +7.8% |
| 6M | +34.3% | +25.2% | +9.0% | +33.6% |
| YTD | +111.1% | +3.8% | +107.4% | +111.8% |
| 1Y | +99.9% | +36.3% | +63.6% | +96.7% |
| 3Y | +86.5% | +116.3% | -29.8% | +86.3% |
| All | +86.5% | +120.4% | -33.9% | +86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling