-73.2%
USO vs RVTY
+678.2%
-751.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | 0.0% |
| 7D | -1.9% | -0.5% | -1.4% | -1.9% |
| 30D | -5.2% | +1.5% | -6.7% | -5.6% |
| 3M | +16.4% | +31.5% | -15.0% | +9.5% |
| 6M | +2.5% | +62.7% | -60.2% | -8.2% |
| YTD | +110.5% | +60.0% | +50.5% | +86.0% |
| 1Y | +108.4% | +65.7% | +42.7% | +82.4% |
| 3Y | +99.6% | +85.2% | +14.4% | +63.6% |
| 5Y | +160.1% | -14.9% | +174.9% | +153.4% |
| 10Y | +86.3% | +211.9% | -125.6% | +12.4% |
| All | -73.2% | +678.2% | -751.5% | -89.2% |
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