+82.6%
USO vs MOD
+911.6%
-829.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.7% | -5.6% | -0.3% |
| 7D | -12.1% | -25.5% | +13.5% | -10.3% |
| 30D | +3.1% | -49.0% | +52.1% | +7.7% |
| 3M | +24.9% | -49.8% | +74.7% | +30.2% |
| 6M | +10.8% | -64.8% | +75.6% | +17.9% |
| YTD | +114.6% | -27.6% | +142.2% | +111.1% |
| 1Y | +109.4% | -35.2% | +144.6% | +107.3% |
| 3Y | +98.1% | +137.1% | -39.0% | +64.4% |
| 5Y | +162.4% | +760.3% | -597.8% | +80.2% |
| All | +82.6% | +911.6% | -829.0% | +21.3% |
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 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