+77.0%
USO vs ROP
+132.1%
-55.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +3.1% |
| 7D | +6.2% | -6.1% | +12.4% | +8.2% |
| 30D | +19.1% | -3.4% | +22.5% | +20.1% |
| 3M | +14.2% | +16.7% | -2.5% | +8.2% |
| 6M | +43.7% | +8.1% | +35.7% | +39.2% |
| YTD | +116.8% | -11.7% | +128.5% | +122.9% |
| 1Y | +104.3% | -24.2% | +128.6% | +120.6% |
| 3Y | +91.5% | -19.0% | +110.5% | +97.7% |
| 5Y | +214.1% | -15.9% | +229.9% | +214.1% |
| 10Y | +77.0% | +135.7% | -58.7% | +20.5% |
| All | +77.0% | +132.1% | -55.1% | +20.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling