-73.2%
USO vs RIO
+555.0%
-628.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.3% | +2.7% |
| 7D | +3.6% | +1.9% | +1.6% | +2.9% |
| 30D | +23.8% | +5.0% | +18.8% | +21.7% |
| 3M | +8.1% | +5.1% | +2.9% | +5.7% |
| 6M | +34.3% | +17.6% | +16.6% | +24.7% |
| YTD | +111.1% | +36.3% | +74.9% | +85.6% |
| 1Y | +99.9% | +71.2% | +28.7% | +62.2% |
| 3Y | +86.5% | +102.7% | -16.2% | +40.0% |
| 5Y | +200.5% | +99.6% | +101.0% | +122.2% |
| 10Y | +66.5% | +603.1% | -536.6% | -21.6% |
| All | -73.2% | +555.0% | -628.1% | -89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling