+102.2%
USO vs RUN
-53.7%
+155.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.3% | -9.3% | -7.9% |
| 7D | -12.7% | +18.5% | -31.2% | -10.0% |
| 30D | +1.0% | +15.5% | -14.5% | +3.8% |
| 3M | +25.6% | -20.3% | +45.9% | +22.7% |
| 6M | -1.5% | -30.8% | +29.3% | -4.6% |
| YTD | +110.3% | -52.2% | +162.5% | +102.8% |
| 1Y | +102.2% | -53.9% | +156.0% | +94.9% |
| All | +102.2% | -53.7% | +155.9% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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