+86.1%
USO vs ROL
+210.1%
-124.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.1% | +5.5% | +5.6% |
| 7D | +11.5% | -3.2% | +14.7% | +11.8% |
| 30D | +24.1% | -6.6% | +30.7% | +25.0% |
| 3M | +17.9% | -27.3% | +45.2% | +22.1% |
| 6M | +49.6% | -38.1% | +87.7% | +58.1% |
| YTD | +129.0% | -41.8% | +170.8% | +143.8% |
| 1Y | +112.0% | -37.8% | +149.8% | +123.4% |
| 3Y | +102.3% | -0.3% | +102.6% | +95.3% |
| 5Y | +224.5% | -5.1% | +229.6% | +211.7% |
| All | +86.1% | +210.1% | -124.0% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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