+91.4%
USO vs RMBS
+16.3%
+75.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | 0.0% |
| 7D | +9.5% | -0.3% | +9.8% | +9.4% |
| 30D | +23.6% | -12.2% | +35.7% | +22.3% |
| 3M | +3.8% | -49.5% | +53.4% | -1.5% |
| 6M | +55.0% | -7.1% | +62.2% | +59.0% |
| YTD | +105.3% | -7.0% | +112.3% | +108.4% |
| 1Y | +91.4% | +13.3% | +78.0% | +96.5% |
| All | +91.4% | +16.3% | +75.1% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling