+79.7%
USO vs ROKU
+867.7%
-788.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +2.7% |
| 7D | +6.2% | -3.0% | +9.3% | +6.3% |
| 30D | +19.1% | +0.7% | +18.4% | +19.1% |
| 3M | +14.2% | +26.5% | -12.2% | +13.3% |
| 6M | +43.7% | +52.6% | -8.9% | +41.5% |
| YTD | +116.8% | +40.9% | +75.9% | +113.9% |
| 1Y | +104.3% | +57.6% | +46.7% | +100.6% |
| 3Y | +91.5% | +83.2% | +8.4% | +84.3% |
| 5Y | +214.1% | -54.8% | +268.9% | +213.6% |
| All | +79.7% | +867.7% | -788.0% | +60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling