+112.0%
USO vs ROP
-24.5%
+136.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.5% | +6.1% | +5.6% |
| 7D | +11.5% | -8.0% | +19.5% | +11.5% |
| 30D | +24.1% | -2.7% | +26.8% | +24.0% |
| 3M | +17.9% | +16.6% | +1.3% | +17.7% |
| 6M | +49.6% | +10.4% | +39.2% | +49.2% |
| YTD | +129.0% | -12.1% | +141.1% | +114.3% |
| 1Y | +112.0% | -23.6% | +135.6% | +92.2% |
| All | +112.0% | -24.5% | +136.5% | +92.2% |
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