-73.2%
USO vs RMBS
+106.5%
-179.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.7% |
| 7D | +3.6% | +3.0% | +0.6% | +3.3% |
| 30D | +23.8% | -14.4% | +38.2% | +25.4% |
| 3M | +8.1% | -42.8% | +50.9% | +13.2% |
| 6M | +34.3% | -1.4% | +35.7% | +30.7% |
| YTD | +111.1% | -5.4% | +116.6% | +104.6% |
| 1Y | +99.9% | +18.6% | +81.4% | +87.0% |
| 3Y | +86.5% | +57.3% | +29.2% | +62.6% |
| 5Y | +200.5% | +265.7% | -65.2% | +131.2% |
| 10Y | +66.5% | +546.0% | -479.5% | +17.2% |
| All | -73.2% | +106.5% | -179.7% | -84.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling