+97.7%
USO vs RIG
-31.7%
+129.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.7% |
| 7D | +9.1% | -3.1% | +12.2% | +10.1% |
| 30D | +21.7% | -0.5% | +22.2% | +21.8% |
| 3M | +20.2% | -6.0% | +26.2% | +22.0% |
| 6M | +43.4% | -10.1% | +53.5% | +46.5% |
| YTD | +124.0% | +37.3% | +86.7% | +101.5% |
| 1Y | +112.2% | +73.9% | +38.3% | +76.9% |
| 3Y | +97.7% | -30.2% | +127.8% | +104.8% |
| All | +97.7% | -31.7% | +129.3% | +104.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling