+213.1%
USO vs MKTX
-60.5%
+273.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | +9.1% | -0.2% | +9.3% | +9.1% |
| 30D | +21.7% | +0.7% | +21.0% | +21.7% |
| 3M | +20.2% | +40.8% | -20.6% | +18.5% |
| 6M | +43.4% | -8.0% | +51.4% | +44.1% |
| YTD | +124.0% | -8.7% | +132.7% | +125.2% |
| 1Y | +112.2% | -11.8% | +124.0% | +113.4% |
| 3Y | +97.7% | -24.0% | +121.7% | +99.4% |
| All | +213.1% | -60.5% | +273.5% | +239.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 5y: compounded portfolio wealth divided by compounded MKTX 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…
5y analysis · Full analysis span regression · 6 months rolling