+102.2%
USO vs MOD
-33.0%
+135.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -21.4% | +13.4% | -9.9% |
| 7D | -12.7% | -31.3% | +18.6% | -16.0% |
| 30D | +1.0% | -46.1% | +47.1% | -5.9% |
| 3M | +25.6% | -51.1% | +76.7% | +16.2% |
| 6M | -1.5% | -62.1% | +60.6% | -10.0% |
| YTD | +110.3% | -26.2% | +136.4% | +97.9% |
| 1Y | +102.2% | -32.6% | +134.7% | +91.3% |
| All | +102.2% | -33.0% | +135.1% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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