+18.1%
USO vs RUN
-31.9%
+50.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | -0.1% |
| 7D | +9.5% | +1.3% | +8.2% | +9.4% |
| 30D | +23.6% | -15.3% | +38.8% | +24.4% |
| 3M | +3.8% | -40.0% | +43.8% | +6.1% |
| 6M | +55.0% | -27.0% | +82.0% | +55.6% |
| YTD | +105.3% | -51.7% | +156.9% | +109.6% |
| 1Y | +91.4% | -45.9% | +137.3% | +92.7% |
| 3Y | +84.6% | -43.8% | +128.3% | +70.6% |
| 5Y | +191.7% | -80.5% | +272.2% | +182.3% |
| 10Y | +73.3% | +45.3% | +28.0% | +16.2% |
| All | +18.1% | -31.9% | +50.0% | -17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling