-73.9%
USO vs ROL
+1,678.7%
-1,752.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +9.5% | -1.4% | +10.9% | +9.8% |
| 30D | +23.6% | -4.1% | +27.7% | +24.5% |
| 3M | +3.8% | -22.5% | +26.3% | +8.9% |
| 6M | +55.0% | -37.7% | +92.7% | +69.8% |
| YTD | +105.3% | -39.6% | +144.8% | +126.0% |
| 1Y | +91.4% | -36.0% | +127.4% | +107.7% |
| 3Y | +84.6% | -5.1% | +89.7% | +80.4% |
| 5Y | +191.7% | -3.4% | +195.1% | +179.2% |
| 10Y | +73.3% | +215.2% | -142.0% | +17.9% |
| All | -73.9% | +1,678.7% | -1,752.6% | -87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling