+106.6%
USO vs MULL
+2,481.0%
-2,374.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.0% | +5.9% | +2.9% |
| 7D | +3.6% | +14.0% | -10.4% | +3.5% |
| 30D | +23.8% | +24.8% | -1.0% | +23.7% |
| 3M | +8.1% | -16.1% | +24.2% | +8.5% |
| 6M | +34.3% | +330.9% | -296.6% | +31.5% |
| YTD | +111.1% | +545.0% | -433.9% | +98.6% |
| 1Y | +99.9% | +2,427.1% | -2,327.2% | +66.6% |
| All | +106.6% | +2,481.0% | -2,374.5% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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