-73.8%
USO vs M
+24.9%
-98.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +8.1% | -12.0% | -4.8% |
| 7D | -9.1% | +2.5% | -11.6% | -9.5% |
| 30D | -3.7% | +10.1% | -13.8% | -5.1% |
| 3M | +20.9% | -0.9% | +21.8% | +20.4% |
| 6M | +6.8% | +30.2% | -23.4% | +2.1% |
| YTD | +106.3% | +16.3% | +90.0% | +98.8% |
| 1Y | +100.2% | +27.0% | +73.2% | +90.3% |
| 3Y | +103.1% | +154.5% | -51.4% | +69.1% |
| 5Y | +146.1% | -1.1% | +147.2% | +124.0% |
| 10Y | +73.5% | +0.5% | +73.0% | +38.0% |
| All | -73.8% | +24.9% | -98.7% | -85.5% |
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 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