-73.9%
USO vs MOD
+649.9%
-723.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -0.6% |
| 7D | +9.5% | +9.6% | -0.1% | +8.3% |
| 30D | +23.6% | 0.0% | +23.5% | +23.4% |
| 3M | +3.8% | -35.4% | +39.2% | +8.5% |
| 6M | +55.0% | -7.3% | +62.3% | +52.5% |
| YTD | +105.3% | +45.8% | +59.5% | +89.1% |
| 1Y | +91.4% | +43.1% | +48.2% | +75.1% |
| 3Y | +84.6% | +297.7% | -213.1% | +38.8% |
| 5Y | +191.7% | +1,478.8% | -1,287.0% | +72.8% |
| 10Y | +73.3% | +1,633.4% | -1,560.1% | -10.4% |
| All | -73.9% | +649.9% | -723.8% | -89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling