+102.1%
USO vs RJF
+69.1%
+33.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.1% | +6.7% | +5.6% |
| 7D | +11.5% | -4.2% | +15.6% | +11.3% |
| 30D | +24.1% | -3.6% | +27.7% | +24.0% |
| 3M | +17.9% | +15.6% | +2.3% | +17.7% |
| 6M | +49.6% | +17.6% | +32.0% | +49.2% |
| YTD | +129.0% | +9.2% | +119.8% | +129.5% |
| 1Y | +112.0% | +5.5% | +106.5% | +113.2% |
| All | +102.1% | +69.1% | +33.0% | +95.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling