+102.2%
USO vs ROP
+10.4%
+91.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.9% | -12.0% | -8.1% |
| 7D | -12.7% | +11.7% | -24.4% | -13.1% |
| 30D | +1.0% | +35.5% | -34.5% | -0.6% |
| 3M | +25.6% | +25.6% | 0.0% | +23.5% |
| 6M | -1.5% | +39.3% | -40.8% | -3.5% |
| YTD | +110.3% | +11.6% | +98.6% | +91.5% |
| 1Y | +102.2% | +10.6% | +91.5% | +83.1% |
| All | +102.2% | +10.4% | +91.7% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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