+91.4%
USO vs MTB
+112.6%
-21.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.7% |
| 7D | +6.2% | +1.1% | +5.2% | +6.3% |
| 30D | +19.1% | -4.6% | +23.7% | +18.9% |
| 3M | +14.2% | +6.3% | +8.0% | +14.1% |
| 6M | +43.7% | +15.6% | +28.1% | +43.5% |
| YTD | +116.8% | +20.6% | +96.3% | +115.1% |
| 1Y | +104.3% | +22.5% | +81.8% | +102.4% |
| All | +91.4% | +112.6% | -21.2% | +83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling