+102.2%
USO vs RIG
+43.0%
+59.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -7.6% | -0.4% | -5.7% |
| 7D | -12.7% | -18.8% | +6.1% | -7.1% |
| 30D | +1.0% | -1.1% | +2.1% | +1.7% |
| 3M | +25.6% | +4.4% | +21.2% | +24.5% |
| 6M | -1.5% | -20.8% | +19.3% | +2.8% |
| YTD | +110.3% | +32.0% | +78.3% | +92.3% |
| 1Y | +102.2% | +39.7% | +62.4% | +80.4% |
| All | +102.2% | +43.0% | +59.1% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1y: compounded portfolio wealth divided by compounded RIG 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…
1y analysis · Full analysis span regression · 6 months rolling