-73.8%
USO vs RBA
+718.4%
-792.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.4% | -6.3% | -4.4% |
| 7D | -9.1% | +2.5% | -11.6% | -9.6% |
| 30D | -3.7% | +11.6% | -15.3% | -6.4% |
| 3M | +20.9% | +1.5% | +19.4% | +19.9% |
| 6M | +6.8% | -6.6% | +13.4% | +7.0% |
| YTD | +106.3% | -6.3% | +112.5% | +104.7% |
| 1Y | +100.2% | -4.0% | +104.1% | +97.2% |
| 3Y | +103.1% | +47.3% | +55.8% | +75.9% |
| 5Y | +146.1% | +47.7% | +98.4% | +107.2% |
| 10Y | +73.5% | +224.7% | -151.3% | +11.0% |
| All | -73.8% | +718.4% | -792.2% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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