+100.3%
USO vs MOD
+135.8%
-35.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.3% |
| 7D | -1.4% | +16.1% | -17.5% | -1.6% |
| 30D | -4.6% | -38.5% | +33.9% | -4.5% |
| 3M | +14.7% | -46.8% | +61.6% | +14.9% |
| 6M | +1.2% | -61.6% | +62.8% | +1.9% |
| YTD | +111.2% | -20.5% | +131.7% | +102.5% |
| 1Y | +109.3% | -28.0% | +137.3% | +101.7% |
| All | +100.3% | +135.8% | -35.5% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling