+102.2%
USO vs RIO
+29.3%
+72.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.6% | -11.7% | -6.8% |
| 7D | -12.7% | -1.6% | -11.1% | -12.9% |
| 30D | +1.0% | -11.6% | +12.6% | -2.6% |
| 3M | +25.6% | -12.7% | +38.3% | +20.7% |
| 6M | -1.5% | -12.4% | +10.9% | -3.9% |
| YTD | +110.3% | +11.0% | +99.3% | +109.8% |
| 1Y | +102.2% | +30.8% | +71.3% | +108.2% |
| All | +102.2% | +29.3% | +72.8% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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