-72.4%
USO vs RRX
+370.1%
-442.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.5% | +5.2% | +3.3% |
| 7D | +6.2% | -0.7% | +7.0% | +6.4% |
| 30D | +19.1% | -8.0% | +27.1% | +21.3% |
| 3M | +14.2% | -25.1% | +39.3% | +20.3% |
| 6M | +43.7% | -18.3% | +62.0% | +44.5% |
| YTD | +116.8% | +14.2% | +102.7% | +95.4% |
| 1Y | +104.3% | +13.0% | +91.3% | +83.2% |
| 3Y | +91.5% | +4.2% | +87.3% | +65.9% |
| 5Y | +214.1% | +17.9% | +196.2% | +150.5% |
| 10Y | +77.0% | +220.4% | -143.4% | -4.1% |
| All | -72.4% | +370.1% | -442.5% | -88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling