+112.2%
USO vs RRX
+15.2%
+97.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.7% | -5.9% | -1.1% |
| 7D | +9.1% | -0.3% | +9.5% | +9.1% |
| 30D | +21.7% | -6.1% | +27.8% | +19.7% |
| 3M | +20.2% | -23.1% | +43.3% | +13.7% |
| 6M | +43.4% | -19.5% | +62.9% | +43.8% |
| YTD | +124.0% | +16.1% | +107.9% | +122.4% |
| 1Y | +112.2% | +12.9% | +99.3% | +112.5% |
| All | +112.2% | +15.2% | +97.0% | +112.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling