-73.2%
USO vs MET
+311.5%
-384.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -1.9% | +4.5% | -6.4% | -2.9% |
| 30D | -5.2% | +3.5% | -8.7% | -6.2% |
| 3M | +16.4% | +5.9% | +10.5% | +14.5% |
| 6M | +2.5% | +33.1% | -30.6% | -4.8% |
| YTD | +110.5% | +33.6% | +76.9% | +94.1% |
| 1Y | +108.4% | +32.7% | +75.7% | +92.4% |
| 3Y | +99.6% | +85.0% | +14.6% | +67.7% |
| 5Y | +160.1% | +85.6% | +74.5% | +115.8% |
| 10Y | +86.3% | +198.8% | -112.6% | +33.4% |
| All | -73.2% | +311.5% | -384.7% | -83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling