-73.2%
USO vs RJF
+1,111.8%
-1,185.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.8% | +3.1% |
| 7D | +3.6% | +1.8% | +1.8% | +3.2% |
| 30D | +23.8% | 0.0% | +23.8% | +23.7% |
| 3M | +8.1% | +18.0% | -9.9% | +3.6% |
| 6M | +34.3% | +17.0% | +17.3% | +28.5% |
| YTD | +111.1% | +11.1% | +100.0% | +103.7% |
| 1Y | +99.9% | +8.0% | +92.0% | +93.8% |
| 3Y | +86.5% | +73.3% | +13.2% | +59.4% |
| 5Y | +200.5% | +107.4% | +93.1% | +141.7% |
| 10Y | +66.5% | +428.5% | -361.9% | +4.2% |
| All | -73.2% | +1,111.8% | -1,185.0% | -87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling