-73.9%
USO vs RRC
+65.0%
-138.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | +9.5% | +1.3% | +8.2% | +9.0% |
| 30D | +23.6% | +10.1% | +13.5% | +20.1% |
| 3M | +3.8% | +4.0% | -0.2% | +2.7% |
| 6M | +55.0% | +1.6% | +53.5% | +54.6% |
| YTD | +105.3% | +19.7% | +85.6% | +94.6% |
| 1Y | +91.4% | +21.4% | +70.0% | +80.1% |
| 3Y | +84.6% | +29.7% | +54.9% | +66.6% |
| 5Y | +191.7% | +153.9% | +37.9% | +101.9% |
| 10Y | +73.3% | +10.8% | +62.5% | +28.0% |
| All | -73.9% | +65.0% | -138.9% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling