+91.4%
USO vs ROKU
+57.7%
+33.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | -0.4% |
| 7D | +9.5% | -1.3% | +10.8% | +9.2% |
| 30D | +23.6% | +5.9% | +17.7% | +25.0% |
| 3M | +3.8% | +23.9% | -20.1% | +8.9% |
| 6M | +55.0% | +59.6% | -4.5% | +69.3% |
| YTD | +105.3% | +43.4% | +61.8% | +124.3% |
| 1Y | +91.4% | +60.2% | +31.2% | +106.2% |
| All | +91.4% | +57.7% | +33.6% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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