-73.9%
USO vs RCL
+704.5%
-778.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +9.5% | -5.1% | +14.5% | +10.1% |
| 30D | +23.6% | -19.0% | +42.6% | +26.7% |
| 3M | +3.8% | -9.6% | +13.4% | +4.5% |
| 6M | +55.0% | -6.7% | +61.7% | +53.5% |
| YTD | +105.3% | -3.9% | +109.2% | +101.2% |
| 1Y | +91.4% | -25.1% | +116.5% | +93.7% |
| 3Y | +84.6% | +179.1% | -94.6% | +50.1% |
| 5Y | +191.7% | +243.3% | -51.6% | +119.7% |
| 10Y | +73.3% | +325.8% | -252.5% | +13.9% |
| All | -73.9% | +704.5% | -778.5% | -89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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