+485.8%
RIOT vs USO
+86.2%
+399.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +3.0% |
| 7D | -1.5% | +9.1% | -10.6% | -3.7% |
| 30D | +5.7% | +21.7% | -16.0% | +0.5% |
| 3M | -17.9% | +20.2% | -38.1% | -22.5% |
| 6M | +45.0% | +43.4% | +1.6% | +23.4% |
| YTD | +69.5% | +124.0% | -54.5% | +21.8% |
| 1Y | +37.2% | +112.2% | -75.0% | +0.4% |
| 3Y | +111.7% | +97.7% | +14.1% | +55.0% |
| 5Y | -27.5% | +217.4% | -244.9% | -58.4% |
| All | +485.8% | +86.2% | +399.6% | +297.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 USO 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