+372.5%
USO vs ROIV
+270.3%
+102.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.2% | -6.0% | +0.2% |
| 7D | -12.1% | +5.3% | -17.4% | -12.0% |
| 30D | +3.1% | +11.9% | -8.8% | +3.4% |
| 3M | +24.9% | +10.7% | +14.1% | +25.1% |
| 6M | +10.8% | +34.9% | -24.1% | +11.4% |
| YTD | +114.6% | +79.2% | +35.4% | +115.5% |
| 1Y | +109.4% | +89.0% | +20.4% | +110.2% |
| 3Y | +98.1% | +337.3% | -239.2% | +97.3% |
| 5Y | +162.4% | +402.3% | -239.9% | +157.0% |
| All | +372.5% | +270.3% | +102.2% | +341.2% |
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