-73.9%
USO vs RCAT
-100.0%
+26.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | -0.1% |
| 7D | +9.5% | -1.4% | +10.9% | +9.5% |
| 30D | +23.6% | -3.3% | +26.9% | +23.6% |
| 3M | +3.8% | -43.2% | +47.0% | +3.9% |
| 6M | +55.0% | -43.2% | +98.2% | +55.1% |
| YTD | +105.3% | +5.5% | +99.7% | +105.2% |
| 1Y | +91.4% | -1.6% | +93.0% | +91.3% |
| 3Y | +84.6% | +773.7% | -689.1% | +84.0% |
| 5Y | +191.7% | +187.6% | +4.1% | +191.0% |
| 10Y | +73.3% | -98.5% | +171.7% | +70.9% |
| All | -73.9% | -100.0% | +26.1% | -75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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