+97.7%
USO vs RDW
+241.5%
-143.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -2.2% |
| 7D | +9.1% | +0.9% | +8.3% | +9.1% |
| 30D | +21.7% | -21.3% | +43.0% | +21.6% |
| 3M | +20.2% | -37.9% | +58.1% | +20.5% |
| 6M | +43.4% | +12.3% | +31.1% | +42.3% |
| YTD | +124.0% | +39.7% | +84.2% | +120.5% |
| 1Y | +112.2% | +25.7% | +86.5% | +108.8% |
| 3Y | +97.7% | +230.8% | -133.2% | +77.3% |
| All | +97.7% | +241.5% | -143.8% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 3y: compounded portfolio wealth divided by compounded RDW 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…
3y analysis · Full analysis span regression · 6 months rolling