+111.3%
USO vs RL
+235.0%
-123.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | 0.0% |
| 7D | -12.1% | -4.2% | -7.9% | -12.3% |
| 30D | +3.1% | +4.3% | -1.1% | +3.4% |
| 3M | +24.9% | -4.6% | +29.4% | +24.7% |
| 6M | +10.8% | +1.7% | +9.1% | +11.3% |
| YTD | +114.6% | +7.3% | +107.2% | +114.8% |
| 1Y | +109.4% | +20.8% | +88.6% | +106.0% |
| All | +111.3% | +235.0% | -123.8% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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