-73.2%
USO vs ROL
+1,790.1%
-1,863.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.5% | +4.7% | +3.5% |
| 7D | -1.4% | -1.7% | +0.2% | -1.2% |
| 30D | -4.6% | +18.5% | -23.1% | -7.9% |
| 3M | +14.7% | +4.3% | +10.4% | +13.3% |
| 6M | +1.2% | -27.7% | +28.9% | +7.3% |
| YTD | +111.2% | -35.8% | +147.0% | +128.8% |
| 1Y | +109.3% | -34.1% | +143.4% | +125.5% |
| 3Y | +103.5% | +2.9% | +100.5% | +95.4% |
| 5Y | +160.9% | +12.7% | +148.2% | +140.8% |
| 10Y | +86.9% | +212.6% | -125.7% | +27.6% |
| All | -73.2% | +1,790.1% | -1,863.3% | -87.4% |
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