+214.1%
USO vs RVTY
-34.2%
+248.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.5% | +5.2% | +2.6% |
| 7D | +6.2% | -5.4% | +11.7% | +6.1% |
| 30D | +19.1% | +6.7% | +12.4% | +19.4% |
| 3M | +14.2% | +19.0% | -4.8% | +15.0% |
| 6M | +43.7% | +34.6% | +9.1% | +45.6% |
| YTD | +116.8% | +28.3% | +88.6% | +119.6% |
| 1Y | +104.3% | +46.0% | +58.3% | +105.8% |
| 3Y | +91.5% | +16.9% | +74.7% | +93.0% |
| 5Y | +214.1% | -32.9% | +247.0% | +204.1% |
| All | +214.1% | -34.2% | +248.3% | +204.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling