+82.0%
USO vs MAR
+450.9%
-368.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.5% |
| 7D | +9.1% | -0.5% | +9.7% | +9.2% |
| 30D | +21.7% | -5.4% | +27.1% | +22.6% |
| 3M | +20.2% | -15.5% | +35.7% | +23.1% |
| 6M | +43.4% | +3.0% | +40.4% | +41.0% |
| YTD | +124.0% | +8.5% | +115.5% | +117.0% |
| 1Y | +112.2% | +26.0% | +86.2% | +98.9% |
| 3Y | +97.7% | +68.6% | +29.1% | +71.0% |
| 5Y | +217.4% | +157.4% | +60.0% | +142.4% |
| All | +82.0% | +450.9% | -368.9% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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