-73.9%
USO vs MAR
+1,125.6%
-1,199.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +9.5% | -4.2% | +13.6% | +10.5% |
| 30D | +23.6% | -6.7% | +30.2% | +25.4% |
| 3M | +3.8% | -12.5% | +16.3% | +6.6% |
| 6M | +55.0% | +0.6% | +54.5% | +52.4% |
| YTD | +105.3% | +9.1% | +96.2% | +96.9% |
| 1Y | +91.4% | +26.2% | +65.2% | +76.2% |
| 3Y | +84.6% | +68.2% | +16.4% | +54.4% |
| 5Y | +191.7% | +163.9% | +27.8% | +109.5% |
| 10Y | +73.3% | +420.6% | -347.3% | -3.7% |
| All | -73.9% | +1,125.6% | -1,199.5% | -90.9% |
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