+82.0%
USO vs RRC
+4.9%
+77.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.8% |
| 7D | +9.1% | -1.8% | +10.9% | +9.6% |
| 30D | +21.7% | +2.7% | +19.0% | +20.9% |
| 3M | +20.2% | +8.8% | +11.4% | +18.0% |
| 6M | +43.4% | -1.2% | +44.5% | +44.0% |
| YTD | +124.0% | +17.6% | +106.4% | +116.1% |
| 1Y | +112.2% | +18.4% | +93.8% | +104.0% |
| 3Y | +97.7% | +33.1% | +64.6% | +82.7% |
| 5Y | +217.4% | +148.2% | +69.2% | +148.5% |
| All | +82.0% | +4.9% | +77.1% | +66.0% |
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