+82.0%
USO vs MDY
+177.2%
-95.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.6% |
| 7D | +9.1% | -1.9% | +11.0% | +10.0% |
| 30D | +21.7% | -4.6% | +26.3% | +24.2% |
| 3M | +20.2% | -1.2% | +21.5% | +20.4% |
| 6M | +43.4% | +9.2% | +34.2% | +35.1% |
| YTD | +124.0% | +13.1% | +110.9% | +106.3% |
| 1Y | +112.2% | +13.0% | +99.2% | +95.2% |
| 3Y | +97.7% | +49.2% | +48.4% | +52.0% |
| 5Y | +217.4% | +47.2% | +170.2% | +140.6% |
| All | +82.0% | +177.2% | -95.2% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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