+91.4%
USO vs ROL
-1.5%
+92.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +2.6% |
| 7D | +6.2% | -3.3% | +9.5% | +5.8% |
| 30D | +19.1% | -7.2% | +26.3% | +18.1% |
| 3M | +14.2% | -27.0% | +41.2% | +10.9% |
| 6M | +43.7% | -39.5% | +83.3% | +37.8% |
| YTD | +116.8% | -41.8% | +158.6% | +107.9% |
| 1Y | +104.3% | -38.9% | +143.2% | +97.5% |
| All | +91.4% | -1.5% | +92.8% | +104.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling