+207.3%
USO vs RMBS
+267.8%
-60.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.7% |
| 7D | +6.2% | +3.5% | +2.8% | +6.2% |
| 30D | +19.1% | -8.6% | +27.7% | +19.2% |
| 3M | +14.2% | -40.3% | +54.5% | +15.0% |
| 6M | +43.7% | -1.0% | +44.7% | +42.3% |
| YTD | +116.8% | -4.6% | +121.5% | +113.7% |
| 1Y | +104.3% | +17.6% | +86.8% | +97.7% |
| 3Y | +91.5% | +58.6% | +32.9% | +78.3% |
| All | +207.3% | +267.8% | -60.5% | +170.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling