+102.2%
USO vs ROK
+25.3%
+76.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.6% | -7.5% | -8.3% |
| 7D | -12.7% | 0.0% | -12.7% | -12.7% |
| 30D | +1.0% | -2.5% | +3.5% | 0.0% |
| 3M | +25.6% | 0.0% | +25.6% | +26.2% |
| 6M | -1.5% | +11.6% | -13.1% | +6.8% |
| YTD | +110.3% | +15.2% | +95.1% | +139.1% |
| 1Y | +102.2% | +25.0% | +77.2% | +132.4% |
| All | +102.2% | +25.3% | +76.9% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling