+23.6%
USO vs RACE
+663.9%
-640.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.7% | -4.5% | -4.0% |
| 7D | -9.1% | +3.9% | -13.0% | -9.5% |
| 30D | -3.7% | +7.4% | -11.2% | -4.7% |
| 3M | +20.9% | +1.6% | +19.3% | +20.4% |
| 6M | +6.8% | +23.3% | -16.5% | +3.0% |
| YTD | +106.3% | +14.7% | +91.6% | +99.8% |
| 1Y | +100.2% | +2.5% | +97.7% | +98.0% |
| 3Y | +103.1% | +28.0% | +75.1% | +86.0% |
| 5Y | +146.1% | +69.8% | +76.3% | +108.1% |
| 10Y | +73.5% | +734.9% | -661.4% | -17.0% |
| All | +23.6% | +663.9% | -640.3% | -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