+84.4%
USO vs RRC
+73.1%
+11.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.5% |
| 7D | -1.9% | +6.4% | -8.3% | -3.4% |
| 30D | -5.2% | +23.9% | -29.1% | -10.4% |
| 3M | +16.4% | +30.2% | -13.7% | +8.8% |
| 6M | +2.5% | +26.3% | -23.8% | -3.4% |
| YTD | +110.5% | +48.1% | +62.4% | +91.3% |
| 1Y | +108.4% | +37.7% | +70.7% | +92.4% |
| 3Y | +99.6% | +60.3% | +39.4% | +75.9% |
| 5Y | +160.1% | +135.3% | +24.8% | +103.9% |
| All | +84.4% | +73.1% | +11.3% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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