+97.7%
USO vs RRX
+5.4%
+92.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.7% | -5.9% | -2.0% |
| 7D | +9.1% | -0.3% | +9.5% | +9.1% |
| 30D | +21.7% | -6.1% | +27.8% | +21.3% |
| 3M | +20.2% | -23.1% | +43.3% | +18.9% |
| 6M | +43.4% | -19.5% | +62.9% | +42.9% |
| YTD | +124.0% | +16.1% | +107.9% | +115.4% |
| 1Y | +112.2% | +12.9% | +99.3% | +104.3% |
| 3Y | +97.7% | +7.9% | +89.7% | +87.2% |
| All | +97.7% | +5.4% | +92.3% | +87.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling