+102.1%
USO vs RVMD
+536.1%
-434.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.1% | +7.7% | +5.6% |
| 7D | +11.5% | -3.6% | +15.0% | +11.5% |
| 30D | +24.1% | -1.1% | +25.2% | +24.1% |
| 3M | +17.9% | +41.0% | -23.1% | +18.0% |
| 6M | +49.6% | +105.7% | -56.1% | +49.4% |
| YTD | +129.0% | +155.3% | -26.3% | +128.1% |
| 1Y | +112.0% | +402.7% | -290.7% | +109.4% |
| All | +102.1% | +536.1% | -434.0% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 3y: compounded portfolio wealth divided by compounded RVMD 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…
3y analysis · Full analysis span regression · 6 months rolling