-73.2%
USO vs MAR
+1,441.2%
-1,514.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.3% |
| 7D | -1.9% | +1.6% | -3.5% | -2.3% |
| 30D | -5.2% | +13.8% | -19.0% | -8.2% |
| 3M | +16.4% | +20.3% | -3.8% | +11.1% |
| 6M | +2.5% | +21.3% | -18.8% | -2.9% |
| YTD | +110.5% | +37.2% | +73.3% | +90.9% |
| 1Y | +108.4% | +48.4% | +60.0% | +84.9% |
| 3Y | +99.6% | +120.1% | -20.5% | +56.6% |
| 5Y | +160.1% | +182.1% | -22.0% | +85.2% |
| 10Y | +86.3% | +530.2% | -444.0% | -0.9% |
| All | -73.2% | +1,441.2% | -1,514.4% | -91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling