+280.0%
RTX vs USO
+90.4%
+189.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.6% | -5.3% | -0.5% |
| 7D | -2.0% | +11.5% | -13.4% | -3.5% |
| 30D | -11.2% | +24.1% | -35.3% | -14.0% |
| 3M | +12.0% | +17.9% | -5.9% | +8.8% |
| 6M | -3.6% | +49.6% | -53.2% | -11.3% |
| YTD | +9.2% | +129.0% | -119.8% | -7.2% |
| 1Y | +29.7% | +112.0% | -82.3% | +11.7% |
| 3Y | +152.0% | +102.3% | +49.7% | +115.5% |
| 5Y | +165.8% | +224.5% | -58.8% | +101.4% |
| All | +280.0% | +90.4% | +189.7% | +212.1% |
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