+66.5%
USO vs RY
+371.6%
-305.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.6% | +3.2% |
| 7D | +3.6% | +2.7% | +0.9% | +2.2% |
| 30D | +23.8% | -1.0% | +24.8% | +24.2% |
| 3M | +8.1% | +7.6% | +0.4% | +3.3% |
| 6M | +34.3% | +29.5% | +4.8% | +15.1% |
| YTD | +111.1% | +24.2% | +87.0% | +85.0% |
| 1Y | +99.9% | +46.4% | +53.5% | +58.9% |
| 3Y | +86.5% | +159.4% | -72.9% | +0.6% |
| 5Y | +200.5% | +141.8% | +58.7% | +66.6% |
| 10Y | +66.5% | +373.9% | -307.3% | -40.4% |
| All | +66.5% | +371.6% | -305.1% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling