-73.9%
USO vs RF
+65.9%
-139.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +9.5% | +1.3% | +8.1% | +9.2% |
| 30D | +23.6% | -3.6% | +27.2% | +24.2% |
| 3M | +3.8% | +8.1% | -4.3% | +2.3% |
| 6M | +55.0% | +11.5% | +43.6% | +51.5% |
| YTD | +105.3% | +15.6% | +89.7% | +99.2% |
| 1Y | +91.4% | +15.7% | +75.7% | +85.4% |
| 3Y | +84.6% | +86.9% | -2.3% | +63.3% |
| 5Y | +191.7% | +89.8% | +101.9% | +153.9% |
| 10Y | +73.3% | +344.7% | -271.4% | +30.0% |
| All | -73.9% | +65.9% | -139.8% | -83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling