-72.7%
USO vs RY
+923.5%
-996.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.8% |
| 7D | -12.1% | -0.9% | -11.2% | -11.9% |
| 30D | +3.1% | +5.9% | -2.7% | -0.1% |
| 3M | +24.9% | -4.3% | +29.1% | +26.8% |
| 6M | +10.8% | +12.1% | -1.3% | +3.1% |
| YTD | +114.6% | +20.3% | +94.3% | +90.5% |
| 1Y | +109.4% | +41.0% | +68.4% | +70.5% |
| 3Y | +98.1% | +157.5% | -59.4% | +13.8% |
| 5Y | +162.4% | +123.2% | +39.3% | +60.9% |
| 10Y | +85.9% | +365.7% | -279.8% | -23.0% |
| All | -72.7% | +923.5% | -996.2% | -92.4% |
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 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