+82.1%
USO vs ROIV
+201.4%
-119.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | 0.0% |
| 7D | +9.5% | +0.6% | +8.8% | +9.5% |
| 30D | +23.6% | +1.0% | +22.6% | +23.7% |
| 3M | +3.8% | +18.3% | -14.5% | +4.7% |
| 6M | +55.0% | +18.3% | +36.7% | +56.8% |
| YTD | +105.3% | +61.0% | +44.3% | +105.4% |
| 1Y | +91.4% | +177.9% | -86.5% | +86.5% |
| All | +82.1% | +201.4% | -119.3% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 3y: compounded portfolio wealth divided by compounded ROIV 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…
3y analysis · Full analysis span regression · 6 months rolling