-74.0%
USO vs RCL
+922.9%
-996.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.2% |
| 7D | -2.7% | +0.6% | -3.3% | -2.8% |
| 30D | -6.3% | +19.4% | -25.8% | -8.6% |
| 3M | +10.9% | +9.8% | +1.1% | +9.1% |
| 6M | +2.0% | +28.6% | -26.6% | -2.3% |
| YTD | +104.6% | +22.2% | +82.4% | +93.9% |
| 1Y | +94.5% | +29.7% | +64.8% | +82.5% |
| 3Y | +97.1% | +265.3% | -168.2% | +54.8% |
| 5Y | +151.6% | +301.8% | -150.1% | +86.0% |
| 10Y | +81.0% | +360.5% | -279.5% | +18.3% |
| All | -74.0% | +922.9% | -996.9% | -89.7% |
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