-73.9%
USO vs RGEN
+4,454.3%
-4,528.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | +9.5% | -4.9% | +14.4% | +9.7% |
| 30D | +23.6% | +5.7% | +17.9% | +23.2% |
| 3M | +3.8% | +32.4% | -28.6% | +2.1% |
| 6M | +55.0% | +33.2% | +21.9% | +51.8% |
| YTD | +105.3% | +2.3% | +103.0% | +104.2% |
| 1Y | +91.4% | +39.0% | +52.4% | +86.4% |
| 3Y | +84.6% | -4.6% | +89.2% | +81.2% |
| 5Y | +191.7% | -42.7% | +234.4% | +191.4% |
| 10Y | +73.3% | +433.6% | -360.3% | +39.6% |
| All | -73.9% | +4,454.3% | -4,528.3% | -85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling