+354.2%
USO vs ROIV
+287.3%
+66.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +4.6% | -8.5% | -3.8% |
| 7D | -9.1% | +13.3% | -22.4% | -8.8% |
| 30D | -3.7% | +14.8% | -18.5% | -3.5% |
| 3M | +20.9% | +11.9% | +9.0% | +21.2% |
| 6M | +6.8% | +42.4% | -35.6% | +7.5% |
| YTD | +106.3% | +87.4% | +18.9% | +107.3% |
| 1Y | +100.2% | +97.2% | +3.0% | +101.1% |
| 3Y | +103.1% | +375.7% | -272.6% | +102.4% |
| 5Y | +146.1% | +379.0% | -232.9% | +141.3% |
| All | +354.2% | +287.3% | +66.9% | +324.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling