+207.3%
USO vs ROK
+46.4%
+160.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.7% |
| 7D | +6.2% | +0.2% | +6.1% | +6.2% |
| 30D | +19.1% | -1.8% | +20.9% | +19.2% |
| 3M | +14.2% | -7.2% | +21.4% | +14.6% |
| 6M | +43.7% | +14.2% | +29.6% | +41.2% |
| YTD | +116.8% | +10.6% | +106.3% | +113.5% |
| 1Y | +104.3% | +25.9% | +78.4% | +97.0% |
| 3Y | +91.5% | +50.8% | +40.8% | +75.9% |
| All | +207.3% | +46.4% | +160.9% | +187.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling