+91.4%
USO vs ROP
-21.5%
+112.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | -0.1% |
| 7D | +9.5% | -4.4% | +13.9% | +9.5% |
| 30D | +23.6% | +3.2% | +20.3% | +23.5% |
| 3M | +3.8% | +23.1% | -19.2% | +3.5% |
| 6M | +55.0% | +13.3% | +41.7% | +54.5% |
| YTD | +105.3% | -7.9% | +113.1% | +92.7% |
| 1Y | +91.4% | -22.1% | +113.4% | +71.7% |
| All | +91.4% | -21.5% | +112.8% | +71.7% |
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