+82.0%
USO vs RSG
+428.9%
-347.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -2.9% | -2.4% |
| 7D | +9.1% | 0.0% | +9.1% | +9.1% |
| 30D | +21.7% | +4.0% | +17.7% | +20.3% |
| 3M | +20.2% | +7.4% | +12.9% | +17.7% |
| 6M | +43.4% | +0.1% | +43.3% | +43.1% |
| YTD | +124.0% | +6.0% | +118.0% | +120.3% |
| 1Y | +112.2% | -3.0% | +115.2% | +113.2% |
| 3Y | +97.7% | +56.5% | +41.2% | +70.9% |
| 5Y | +217.4% | +90.9% | +126.5% | +153.5% |
| All | +82.0% | +428.9% | -347.0% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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