+159.6%
USO vs MOD
+1,086.9%
-927.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +27.9% | -28.2% | -0.7% |
| 7D | -1.9% | +40.4% | -42.3% | -2.4% |
| 30D | -5.2% | -14.0% | +8.8% | -5.2% |
| 3M | +16.4% | -33.3% | +49.8% | +16.7% |
| 6M | +2.5% | -51.4% | +53.9% | +3.3% |
| YTD | +110.5% | +1.6% | +108.9% | +104.2% |
| 1Y | +108.4% | +5.4% | +103.0% | +101.4% |
| 3Y | +99.6% | +191.0% | -91.3% | +81.5% |
| All | +159.6% | +1,086.9% | -927.2% | +150.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling