+91.4%
USO vs MCO
+0.4%
+91.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | -0.8% |
| 7D | +9.5% | -4.2% | +13.6% | +8.0% |
| 30D | +23.6% | +2.2% | +21.4% | +24.6% |
| 3M | +3.8% | +10.1% | -6.3% | +7.1% |
| 6M | +55.0% | +5.3% | +49.8% | +60.3% |
| YTD | +105.3% | -2.7% | +108.0% | +107.2% |
| 1Y | +91.4% | -0.4% | +91.8% | +93.1% |
| All | +91.4% | +0.4% | +91.0% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling