-50.6%
USO vs RNG
+309.1%
-359.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.4% | +7.2% | +3.1% |
| 7D | +3.6% | -0.8% | +4.4% | +3.6% |
| 30D | +23.8% | +11.4% | +12.4% | +23.1% |
| 3M | +8.1% | +72.1% | -64.0% | +4.7% |
| 6M | +34.3% | +67.9% | -33.7% | +29.9% |
| YTD | +111.1% | +144.3% | -33.2% | +99.0% |
| 1Y | +99.9% | +117.5% | -17.6% | +89.5% |
| 3Y | +86.5% | +123.9% | -37.4% | +73.7% |
| 5Y | +200.5% | -70.1% | +270.6% | +212.5% |
| 10Y | +66.5% | +215.9% | -149.3% | +41.7% |
| All | -50.6% | +309.1% | -359.7% | -58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling