+82.0%
USO vs RUN
+42.2%
+39.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.2% |
| 7D | +9.1% | -3.7% | +12.8% | +9.3% |
| 30D | +21.7% | -13.0% | +34.7% | +22.3% |
| 3M | +20.2% | -31.8% | +52.0% | +21.8% |
| 6M | +43.4% | -32.2% | +75.6% | +44.3% |
| YTD | +124.0% | -53.5% | +177.5% | +128.4% |
| 1Y | +112.2% | -46.5% | +158.7% | +113.6% |
| 3Y | +97.7% | -37.6% | +135.3% | +81.7% |
| 5Y | +217.4% | -80.9% | +298.3% | +209.0% |
| All | +82.0% | +42.2% | +39.8% | +21.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling