-74.0%
USO vs RL
+751.3%
-825.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.2% |
| 7D | -2.7% | -4.4% | +1.7% | -2.1% |
| 30D | -6.3% | +5.6% | -11.9% | -7.5% |
| 3M | +10.9% | -0.6% | +11.5% | +10.5% |
| 6M | +2.0% | +15.5% | -13.4% | -1.7% |
| YTD | +104.6% | +12.3% | +92.2% | +95.7% |
| 1Y | +94.5% | +19.3% | +75.2% | +83.7% |
| 3Y | +97.1% | +255.5% | -158.5% | +46.3% |
| 5Y | +151.6% | +247.1% | -95.4% | +82.6% |
| 10Y | +81.0% | +346.0% | -265.0% | +16.7% |
| All | -74.0% | +751.3% | -825.3% | -86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling