+112.2%
USO vs RJF
+5.1%
+107.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +9.1% | -2.7% | +11.8% | +8.0% |
| 30D | +21.7% | -4.3% | +25.9% | +19.8% |
| 3M | +20.2% | +15.7% | +4.5% | +26.4% |
| 6M | +43.4% | +17.8% | +25.6% | +52.9% |
| YTD | +124.0% | +9.2% | +114.8% | +136.7% |
| 1Y | +112.2% | +2.8% | +109.4% | +125.0% |
| All | +112.2% | +5.1% | +107.1% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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