+68.4%
USO vs RVMD
+634.9%
-566.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +2.9% |
| 7D | +3.6% | -1.2% | +4.8% | +3.6% |
| 30D | +23.8% | +1.1% | +22.7% | +23.7% |
| 3M | +8.1% | +39.6% | -31.6% | +6.1% |
| 6M | +34.3% | +110.7% | -76.4% | +28.2% |
| YTD | +111.1% | +160.3% | -49.1% | +98.2% |
| 1Y | +99.9% | +404.9% | -305.0% | +79.5% |
| 3Y | +86.5% | +545.5% | -459.0% | +60.6% |
| 5Y | +200.5% | +584.7% | -384.1% | +150.8% |
| All | +68.4% | +634.9% | -566.5% | +12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling