+99.0%
USO vs MOD
-33.9%
+132.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +9.9% | -13.7% | -2.9% |
| 7D | -9.1% | -13.9% | +4.9% | -10.0% |
| 30D | -3.7% | -41.5% | +37.8% | -9.5% |
| 3M | +20.9% | -45.7% | +66.6% | +13.2% |
| 6M | +6.8% | -61.1% | +67.9% | -2.7% |
| YTD | +106.3% | -20.5% | +126.8% | +95.6% |
| All | +99.0% | -33.9% | +132.9% | +89.5% |
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