+91.4%
USO vs MKC
-23.4%
+114.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.3% |
| 7D | +9.5% | -5.9% | +15.3% | +8.3% |
| 30D | +23.6% | -0.9% | +24.4% | +23.5% |
| 3M | +3.8% | +12.7% | -8.9% | +6.1% |
| 6M | +55.0% | -19.3% | +74.3% | +51.5% |
| YTD | +105.3% | -22.2% | +127.4% | +96.8% |
| 1Y | +91.4% | -23.3% | +114.7% | +82.8% |
| All | +91.4% | -23.4% | +114.8% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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