+214.1%
USO vs RIG
+64.1%
+150.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +2.9% |
| 7D | +6.2% | -8.2% | +14.4% | +8.8% |
| 30D | +19.1% | -0.2% | +19.3% | +19.0% |
| 3M | +14.2% | -2.7% | +16.9% | +14.9% |
| 6M | +43.7% | -7.5% | +51.2% | +45.9% |
| YTD | +116.8% | +38.3% | +78.6% | +93.7% |
| 1Y | +104.3% | +81.8% | +22.5% | +66.8% |
| 3Y | +91.5% | -30.2% | +121.7% | +95.1% |
| 5Y | +214.1% | +59.9% | +154.1% | +130.2% |
| All | +214.1% | +64.1% | +150.0% | +130.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling