+213.1%
USO vs RVMD
+576.1%
-363.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | +9.1% | -3.0% | +12.1% | +9.1% |
| 30D | +21.7% | -0.7% | +22.4% | +21.7% |
| 3M | +20.2% | +36.5% | -16.3% | +20.2% |
| 6M | +43.4% | +104.6% | -61.2% | +42.9% |
| YTD | +124.0% | +155.8% | -31.9% | +122.8% |
| 1Y | +112.2% | +340.7% | -228.5% | +110.0% |
| 3Y | +97.7% | +519.9% | -422.3% | +93.5% |
| All | +213.1% | +576.1% | -363.0% | +217.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling