+151.2%
USO vs ROL
+16.5%
+134.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.9% |
| 7D | -10.6% | +3.4% | -14.0% | -10.5% |
| 30D | -4.6% | +20.8% | -25.3% | -4.4% |
| 3M | +12.3% | +3.7% | +8.6% | +12.4% |
| 6M | +5.9% | -27.7% | +33.5% | +6.7% |
| YTD | +104.5% | -34.9% | +139.5% | +107.0% |
| 1Y | +97.3% | -33.3% | +130.6% | +99.6% |
| 3Y | +97.0% | +4.3% | +92.7% | +93.1% |
| 5Y | +151.2% | +15.0% | +136.2% | +158.3% |
| All | +151.2% | +16.5% | +134.7% | +158.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling