-73.9%
USO vs RVTY
+556.1%
-630.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +9.5% | +1.1% | +8.4% | +9.2% |
| 30D | +23.6% | +13.2% | +10.4% | +20.3% |
| 3M | +3.8% | +27.2% | -23.4% | -1.6% |
| 6M | +55.0% | +32.4% | +22.6% | +43.8% |
| YTD | +105.3% | +34.9% | +70.4% | +88.7% |
| 1Y | +91.4% | +52.4% | +39.0% | +70.1% |
| 3Y | +84.6% | +12.3% | +72.3% | +70.9% |
| 5Y | +191.7% | -30.8% | +222.6% | +198.7% |
| 10Y | +73.3% | +150.7% | -77.4% | +10.5% |
| All | -73.9% | +556.1% | -630.0% | -89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling