-34.5%
RBLX vs USO
+257.9%
-292.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.5% |
| 7D | +5.1% | +9.1% | -4.1% | +4.5% |
| 30D | +28.0% | +21.7% | +6.3% | +26.4% |
| 3M | +4.6% | +20.2% | -15.6% | +3.1% |
| 6M | -24.7% | +43.4% | -68.0% | -27.6% |
| YTD | -43.8% | +124.0% | -167.8% | -49.5% |
| 1Y | -65.8% | +112.2% | -178.0% | -69.0% |
| 3Y | +59.4% | +97.7% | -38.3% | +43.6% |
| 5Y | -48.2% | +217.4% | -265.6% | -60.5% |
| All | -34.5% | +257.9% | -292.4% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 USO 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