+99.6%
USO vs MET
+85.6%
+14.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | -1.9% | +4.5% | -6.4% | -1.8% |
| 30D | -5.2% | +3.5% | -8.7% | -5.2% |
| 3M | +16.4% | +5.9% | +10.5% | +16.4% |
| 6M | +2.5% | +33.1% | -30.6% | +1.6% |
| YTD | +110.5% | +33.6% | +76.9% | +109.9% |
| 1Y | +108.4% | +32.7% | +75.7% | +108.0% |
| 3Y | +99.6% | +85.0% | +14.6% | +78.6% |
| All | +99.6% | +85.6% | +14.1% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 3y: compounded portfolio wealth divided by compounded MET 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…
3y analysis · Full analysis span regression · 6 months rolling