+112.2%
USO vs RMBS
+11.7%
+100.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.0% |
| 7D | +9.1% | +1.8% | +7.3% | +9.3% |
| 30D | +21.7% | -13.9% | +35.6% | +20.2% |
| 3M | +20.2% | -39.8% | +60.0% | +16.1% |
| 6M | +43.4% | -6.0% | +49.4% | +47.2% |
| YTD | +124.0% | -5.4% | +129.3% | +126.8% |
| 1Y | +112.2% | -1.8% | +114.0% | +114.1% |
| All | +112.2% | +11.7% | +100.5% | +114.1% |
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