+86.1%
USO vs RVTY
+139.0%
-52.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.3% | +8.0% | +5.8% |
| 7D | +11.5% | -7.4% | +18.9% | +12.0% |
| 30D | +24.1% | +4.5% | +19.6% | +23.6% |
| 3M | +17.9% | +19.5% | -1.5% | +16.3% |
| 6M | +49.6% | +34.1% | +15.5% | +45.6% |
| YTD | +129.0% | +25.3% | +103.8% | +123.8% |
| 1Y | +112.0% | +47.0% | +65.0% | +102.7% |
| 3Y | +102.3% | +14.1% | +88.1% | +96.1% |
| 5Y | +224.5% | -34.6% | +259.1% | +237.4% |
| All | +86.1% | +139.0% | -52.9% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RVTY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling