+213.1%
USO vs RUN
-81.0%
+294.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.2% |
| 7D | +9.1% | -3.7% | +12.8% | +9.1% |
| 30D | +21.7% | -13.0% | +34.7% | +21.7% |
| 3M | +20.2% | -31.8% | +52.0% | +20.3% |
| 6M | +43.4% | -32.2% | +75.6% | +43.2% |
| YTD | +124.0% | -53.5% | +177.5% | +124.9% |
| 1Y | +112.2% | -46.5% | +158.7% | +111.9% |
| 3Y | +97.7% | -37.6% | +135.3% | +89.9% |
| All | +213.1% | -81.0% | +294.0% | +216.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling