+86.1%
USO vs RIG
-40.1%
+126.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.1% | +4.6% | +5.3% |
| 7D | +11.5% | -4.2% | +15.6% | +12.6% |
| 30D | +24.1% | -0.7% | +24.8% | +24.2% |
| 3M | +17.9% | -4.0% | +21.9% | +19.0% |
| 6M | +49.6% | -6.3% | +55.9% | +51.2% |
| YTD | +129.0% | +39.7% | +89.3% | +107.8% |
| 1Y | +112.0% | +78.1% | +33.9% | +79.8% |
| 3Y | +102.3% | -29.5% | +131.7% | +104.3% |
| 5Y | +224.5% | +65.3% | +159.2% | +149.5% |
| All | +86.1% | -40.1% | +126.2% | +38.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling