+82.0%
USO vs RIO
+608.6%
-526.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.4% |
| 7D | +9.1% | -3.2% | +12.3% | +10.2% |
| 30D | +21.7% | +0.9% | +20.8% | +21.0% |
| 3M | +20.2% | -1.4% | +21.7% | +20.2% |
| 6M | +43.4% | +10.9% | +32.4% | +35.0% |
| YTD | +124.0% | +31.2% | +92.8% | +96.4% |
| 1Y | +112.2% | +67.9% | +44.3% | +68.4% |
| 3Y | +97.7% | +88.8% | +8.9% | +45.7% |
| 5Y | +217.4% | +93.1% | +124.3% | +124.1% |
| All | +82.0% | +608.6% | -526.7% | -21.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling