-73.2%
USO vs RGEN
+4,459.5%
-4,532.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -1.9% | -3.3% | +1.4% | -1.8% |
| 30D | -5.2% | -5.8% | +0.6% | -5.0% |
| 3M | +16.4% | +0.2% | +16.3% | +16.2% |
| 6M | +2.5% | +56.8% | -54.3% | -0.3% |
| YTD | +110.5% | +2.4% | +108.1% | +109.1% |
| 1Y | +108.4% | +11.4% | +97.0% | +105.8% |
| 3Y | +99.6% | +15.2% | +84.5% | +93.8% |
| 5Y | +160.1% | -35.1% | +195.1% | +157.3% |
| 10Y | +86.3% | +419.6% | -333.4% | +50.4% |
| All | -73.2% | +4,459.5% | -4,532.8% | -84.8% |
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