+82.0%
USO vs MCO
+393.6%
-311.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.5% |
| 7D | +9.1% | -3.8% | +12.9% | +9.9% |
| 30D | +21.7% | -0.4% | +22.1% | +21.5% |
| 3M | +20.2% | +7.7% | +12.5% | +17.4% |
| 6M | +43.4% | +7.0% | +36.4% | +39.5% |
| YTD | +124.0% | -6.4% | +130.4% | +124.3% |
| 1Y | +112.2% | -7.6% | +119.8% | +112.8% |
| 3Y | +97.7% | +43.2% | +54.4% | +70.4% |
| 5Y | +217.4% | +29.6% | +187.9% | +178.4% |
| All | +82.0% | +393.6% | -311.6% | +17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling