+112.0%
USO vs ROL
-38.5%
+150.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.1% | +5.5% | +5.6% |
| 7D | +11.5% | -3.2% | +14.7% | +11.2% |
| 30D | +24.1% | -6.6% | +30.7% | +23.6% |
| 3M | +17.9% | -27.3% | +45.2% | +17.1% |
| 6M | +49.6% | -38.1% | +87.7% | +50.6% |
| YTD | +129.0% | -41.8% | +170.8% | +133.6% |
| 1Y | +112.0% | -37.8% | +149.8% | +118.2% |
| All | +112.0% | -38.5% | +150.5% | +118.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling