-73.2%
USO vs RIG
-92.9%
+19.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.5% | -1.6% |
| 7D | -1.9% | +5.7% | -7.6% | -3.5% |
| 30D | -5.2% | -0.7% | -4.5% | -5.2% |
| 3M | +16.4% | -3.1% | +19.6% | +16.9% |
| 6M | +2.5% | -16.3% | +18.8% | +7.1% |
| YTD | +110.5% | +34.1% | +76.4% | +88.3% |
| 1Y | +108.4% | +38.2% | +70.3% | +84.5% |
| 3Y | +99.6% | -15.3% | +114.9% | +90.6% |
| 5Y | +160.1% | +62.5% | +97.6% | +86.3% |
| 10Y | +86.3% | -46.6% | +132.8% | +22.6% |
| All | -73.2% | -92.9% | +19.6% | -69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling