-73.2%
USO vs MTB
+285.3%
-358.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.0% |
| 7D | +3.6% | +2.8% | +0.8% | +3.0% |
| 30D | +23.8% | -4.2% | +28.0% | +24.8% |
| 3M | +8.1% | +7.8% | +0.3% | +6.0% |
| 6M | +34.3% | +14.8% | +19.4% | +29.3% |
| YTD | +111.1% | +20.8% | +90.4% | +100.7% |
| 1Y | +99.9% | +23.1% | +76.8% | +88.9% |
| 3Y | +86.5% | +114.8% | -28.3% | +52.0% |
| 5Y | +200.5% | +103.3% | +97.3% | +141.5% |
| 10Y | +66.5% | +173.0% | -106.4% | +19.7% |
| All | -73.2% | +285.3% | -358.5% | -84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling