-73.9%
USO vs M
+14.4%
-88.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.4% |
| 7D | +9.5% | +4.7% | +4.7% | +8.8% |
| 30D | +23.6% | -9.6% | +33.2% | +25.0% |
| 3M | +3.8% | +0.9% | +3.0% | +3.1% |
| 6M | +55.0% | +22.3% | +32.8% | +49.5% |
| YTD | +105.3% | +6.5% | +98.7% | +100.8% |
| 1Y | +91.4% | +38.8% | +52.6% | +80.0% |
| 3Y | +84.6% | +115.9% | -31.4% | +57.4% |
| 5Y | +191.7% | +28.6% | +163.1% | +153.5% |
| 10Y | +73.3% | -2.5% | +75.8% | +38.4% |
| All | -73.9% | +14.4% | -88.4% | -85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling