-71.5%
USO vs MKTX
+1,568.2%
-1,639.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +21.6% |
| 3M | +20.2% | +40.8% | -20.6% | +14.5% |
| 6M | +43.4% | -8.0% | +51.4% | +44.0% |
| YTD | +124.0% | -8.7% | +132.7% | +125.1% |
| 1Y | +112.2% | -11.8% | +124.0% | +113.9% |
| 3Y | +97.7% | -24.0% | +121.7% | +99.6% |
| 5Y | +217.4% | -60.3% | +277.7% | +244.6% |
| 10Y | +82.8% | +5.0% | +77.9% | +69.9% |
| All | -71.5% | +1,568.2% | -1,639.8% | -83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling