+84.4%
USO vs ROL
+221.5%
-137.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.6% |
| 7D | -1.9% | +3.0% | -4.9% | -2.2% |
| 30D | -5.2% | +19.8% | -25.0% | -7.1% |
| 3M | +16.4% | +7.9% | +8.5% | +15.3% |
| 6M | +2.5% | -25.6% | +28.1% | +5.9% |
| YTD | +110.5% | -34.1% | +144.6% | +120.8% |
| 1Y | +108.4% | -31.4% | +139.8% | +117.4% |
| 3Y | +99.6% | +4.7% | +95.0% | +92.8% |
| 5Y | +160.1% | +15.6% | +144.5% | +142.6% |
| All | +84.4% | +221.5% | -137.2% | +52.0% |
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