+460.4%
USO vs RPRX
+52.7%
+407.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | +9.1% | -8.4% | +17.5% | +9.5% |
| 30D | +21.7% | -0.6% | +22.3% | +21.6% |
| 3M | +20.2% | +6.4% | +13.8% | +19.8% |
| 6M | +43.4% | +26.6% | +16.8% | +41.4% |
| YTD | +124.0% | +53.8% | +70.2% | +117.3% |
| 1Y | +112.2% | +62.8% | +49.4% | +104.7% |
| 3Y | +97.7% | +118.0% | -20.4% | +83.9% |
| 5Y | +217.4% | +71.2% | +146.2% | +204.3% |
| All | +460.4% | +52.7% | +407.7% | +436.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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