+82.0%
USO vs RNG
+222.9%
-140.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | +9.1% | -6.1% | +15.2% | +9.4% |
| 30D | +21.7% | +9.6% | +12.1% | +21.1% |
| 3M | +20.2% | +83.3% | -63.1% | +16.3% |
| 6M | +43.4% | +77.9% | -34.6% | +38.5% |
| YTD | +124.0% | +139.9% | -15.9% | +111.9% |
| 1Y | +112.2% | +121.7% | -9.5% | +101.4% |
| 3Y | +97.7% | +121.9% | -24.2% | +84.6% |
| 5Y | +217.4% | -68.4% | +285.8% | +231.0% |
| All | +82.0% | +222.9% | -140.9% | +62.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling