-74.0%
USO vs RVTY
+697.7%
-771.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -2.7% | -0.7% | -2.0% | -2.7% |
| 30D | -6.3% | +1.7% | -8.1% | -6.8% |
| 3M | +10.9% | +36.8% | -25.9% | +3.4% |
| 6M | +2.0% | +60.1% | -58.1% | -8.3% |
| YTD | +104.6% | +64.0% | +40.6% | +79.9% |
| 1Y | +94.5% | +68.2% | +26.3% | +69.8% |
| 3Y | +97.1% | +88.8% | +8.3% | +60.9% |
| 5Y | +151.6% | -10.5% | +162.2% | +142.0% |
| 10Y | +81.0% | +219.7% | -138.7% | +8.7% |
| All | -74.0% | +697.7% | -771.7% | -89.6% |
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