+66.5%
USO vs RF
+334.9%
-268.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.0% | +3.2% |
| 7D | +3.6% | +2.7% | +0.9% | +2.9% |
| 30D | +23.8% | -3.4% | +27.1% | +24.7% |
| 3M | +8.1% | +6.4% | +1.7% | +5.9% |
| 6M | +34.3% | +13.4% | +20.8% | +28.7% |
| YTD | +111.1% | +14.2% | +96.9% | +101.2% |
| 1Y | +99.9% | +15.7% | +84.2% | +89.4% |
| 3Y | +86.5% | +91.3% | -4.8% | +48.5% |
| 5Y | +200.5% | +89.8% | +110.8% | +130.5% |
| 10Y | +66.5% | +336.7% | -270.1% | -7.3% |
| All | +66.5% | +334.9% | -268.4% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling