-73.9%
USO vs RY
+964.7%
-1,038.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.3% |
| 7D | +9.5% | +3.1% | +6.3% | +7.7% |
| 30D | +23.6% | -0.3% | +23.9% | +23.6% |
| 3M | +3.8% | +8.7% | -4.8% | -1.2% |
| 6M | +55.0% | +28.5% | +26.5% | +33.8% |
| YTD | +105.3% | +25.1% | +80.1% | +79.5% |
| 1Y | +91.4% | +46.3% | +45.1% | +53.7% |
| 3Y | +84.6% | +154.9% | -70.4% | +6.9% |
| 5Y | +191.7% | +140.3% | +51.4% | +72.8% |
| 10Y | +73.3% | +377.0% | -303.8% | -28.7% |
| All | -73.9% | +964.7% | -1,038.7% | -92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling