+112.2%
USO vs ROK
+27.3%
+84.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -1.5% |
| 7D | +9.1% | -1.2% | +10.4% | +8.7% |
| 30D | +21.7% | -4.8% | +26.5% | +19.6% |
| 3M | +20.2% | -6.1% | +26.3% | +18.5% |
| 6M | +43.4% | +15.5% | +27.9% | +57.3% |
| YTD | +124.0% | +11.2% | +112.8% | +145.2% |
| 1Y | +112.2% | +23.8% | +88.3% | +124.9% |
| All | +112.2% | +27.3% | +84.9% | +124.9% |
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