+82.0%
USO vs RRX
+228.4%
-146.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.7% | -5.9% | -2.8% |
| 7D | +9.1% | -0.3% | +9.5% | +9.1% |
| 30D | +21.7% | -6.1% | +27.8% | +22.7% |
| 3M | +20.2% | -23.1% | +43.3% | +24.0% |
| 6M | +43.4% | -19.5% | +62.9% | +44.2% |
| YTD | +124.0% | +16.1% | +107.9% | +103.9% |
| 1Y | +112.2% | +12.9% | +99.3% | +93.4% |
| 3Y | +97.7% | +7.9% | +89.7% | +73.3% |
| 5Y | +217.4% | +19.1% | +198.3% | +157.3% |
| All | +82.0% | +228.4% | -146.4% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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