+82.0%
USO vs MTB
+173.8%
-91.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | +9.1% | 0.0% | +9.1% | +9.1% |
| 30D | +21.7% | -4.8% | +26.5% | +22.8% |
| 3M | +20.2% | +6.0% | +14.3% | +18.5% |
| 6M | +43.4% | +19.6% | +23.7% | +37.2% |
| YTD | +124.0% | +21.5% | +102.5% | +113.1% |
| 1Y | +112.2% | +24.7% | +87.5% | +100.5% |
| 3Y | +97.7% | +108.6% | -10.9% | +62.2% |
| 5Y | +217.4% | +106.7% | +110.7% | +151.7% |
| All | +82.0% | +173.8% | -91.9% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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