+224.5%
USO vs RNG
-70.1%
+294.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.9% | +6.5% | +5.6% |
| 7D | +11.5% | -9.6% | +21.1% | +11.6% |
| 30D | +24.1% | +8.8% | +15.3% | +23.9% |
| 3M | +17.9% | +78.6% | -60.7% | +16.4% |
| 6M | +49.6% | +70.3% | -20.7% | +47.7% |
| YTD | +129.0% | +140.3% | -11.3% | +123.6% |
| 1Y | +112.0% | +126.6% | -14.6% | +107.2% |
| 3Y | +102.3% | +120.2% | -17.9% | +96.0% |
| 5Y | +224.5% | -68.3% | +292.9% | +218.8% |
| All | +224.5% | -70.1% | +294.7% | +218.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling