-72.4%
USO vs RSG
+1,101.8%
-1,174.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.6% |
| 7D | +6.2% | 0.0% | +6.3% | +6.3% |
| 30D | +19.1% | +3.7% | +15.4% | +17.8% |
| 3M | +14.2% | +6.2% | +8.1% | +12.0% |
| 6M | +43.7% | -2.8% | +46.5% | +44.9% |
| YTD | +116.8% | +5.9% | +111.0% | +112.9% |
| 1Y | +104.3% | -1.8% | +106.1% | +104.9% |
| 3Y | +91.5% | +57.5% | +34.0% | +63.5% |
| 5Y | +214.1% | +91.1% | +123.0% | +148.3% |
| 10Y | +77.0% | +428.1% | -351.1% | -1.1% |
| All | -72.4% | +1,101.8% | -1,174.2% | -89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling