+73.5%
USO vs MOD
+1,005.7%
-932.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +9.9% | -13.7% | -4.6% |
| 7D | -9.1% | -13.9% | +4.9% | -8.2% |
| 30D | -3.7% | -41.5% | +37.8% | -0.4% |
| 3M | +20.9% | -45.7% | +66.6% | +25.4% |
| 6M | +6.8% | -61.1% | +67.9% | +12.8% |
| YTD | +106.3% | -20.5% | +126.8% | +101.5% |
| 1Y | +100.2% | -32.1% | +132.3% | +97.8% |
| 3Y | +103.1% | +146.5% | -43.4% | +68.4% |
| 5Y | +146.1% | +812.7% | -666.6% | +68.7% |
| 10Y | +73.5% | +966.8% | -893.4% | +14.4% |
| All | +73.5% | +1,005.7% | -932.3% | +14.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling