+102.2%
USO vs RNG
+179.4%
-77.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.2% | -7.8% | -8.1% |
| 7D | -12.7% | -9.6% | -3.1% | -13.2% |
| 30D | +1.0% | -1.4% | +2.4% | +1.0% |
| 3M | +25.6% | +28.8% | -3.2% | +27.8% |
| 6M | -1.5% | +65.6% | -67.1% | +2.0% |
| YTD | +110.3% | +171.4% | -61.1% | +125.8% |
| 1Y | +102.2% | +185.3% | -83.2% | +122.8% |
| All | +102.2% | +179.4% | -77.3% | +122.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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