+413.3%
USO vs RKT
-12.9%
+426.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | +9.1% | -6.3% | +15.4% | +8.8% |
| 30D | +21.7% | -6.2% | +27.9% | +21.4% |
| 3M | +20.2% | -1.9% | +22.1% | +20.5% |
| 6M | +43.4% | -13.0% | +56.4% | +43.6% |
| YTD | +124.0% | -31.9% | +155.9% | +123.7% |
| 1Y | +112.2% | -37.6% | +149.8% | +111.8% |
| 3Y | +97.7% | +36.8% | +60.8% | +98.0% |
| 5Y | +217.4% | -9.7% | +227.2% | +217.5% |
| All | +413.3% | -12.9% | +426.1% | +411.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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