+100.3%
USO vs RGEN
+14.3%
+86.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.5% | +6.8% | +3.0% |
| 7D | -1.4% | -1.2% | -0.3% | -1.5% |
| 30D | -4.6% | -5.1% | +0.5% | -4.8% |
| 3M | +14.7% | +0.5% | +14.2% | +14.9% |
| 6M | +1.2% | +46.6% | -45.4% | +3.2% |
| YTD | +111.2% | +1.6% | +109.6% | +118.1% |
| 1Y | +109.3% | +5.4% | +103.9% | +115.7% |
| All | +100.3% | +14.3% | +86.0% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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