+102.1%
USO vs RMBS
+52.4%
+49.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.6% | +8.2% | +5.6% |
| 7D | +11.5% | +1.2% | +10.3% | +11.5% |
| 30D | +24.1% | -11.5% | +35.6% | +24.0% |
| 3M | +17.9% | -38.2% | +56.1% | +18.0% |
| 6M | +49.6% | -4.8% | +54.4% | +48.4% |
| YTD | +129.0% | -7.1% | +136.1% | +125.9% |
| 1Y | +112.0% | +10.7% | +101.3% | +105.6% |
| All | +102.1% | +52.4% | +49.7% | +87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling