+23.0%
USO vs RACE
+647.6%
-624.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.1% |
| 7D | +9.5% | -2.5% | +12.0% | +9.8% |
| 30D | +23.6% | +0.8% | +22.8% | +23.4% |
| 3M | +3.8% | +17.2% | -13.3% | +1.2% |
| 6M | +55.0% | +13.6% | +41.5% | +51.0% |
| YTD | +105.3% | +12.2% | +93.1% | +99.7% |
| 1Y | +91.4% | -16.3% | +107.6% | +96.2% |
| 3Y | +84.6% | +36.4% | +48.1% | +66.0% |
| 5Y | +191.7% | +95.0% | +96.8% | +135.5% |
| 10Y | +73.3% | +813.2% | -740.0% | -20.9% |
| All | +23.0% | +647.6% | -624.6% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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