+85.6%
USO vs ROKU
+880.6%
-794.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.2% |
| 7D | +9.1% | -0.4% | +9.5% | +9.1% |
| 30D | +21.7% | +2.1% | +19.6% | +21.6% |
| 3M | +20.2% | +29.5% | -9.3% | +19.2% |
| 6M | +43.4% | +53.8% | -10.4% | +41.1% |
| YTD | +124.0% | +42.8% | +81.2% | +120.9% |
| 1Y | +112.2% | +60.7% | +51.5% | +108.1% |
| 3Y | +97.7% | +83.9% | +13.8% | +90.2% |
| 5Y | +217.4% | -52.8% | +270.2% | +216.3% |
| All | +85.6% | +880.6% | -794.9% | +65.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling