+205.8%
USO vs ROP
-15.3%
+221.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.9% | +5.7% | +3.1% |
| 7D | +3.6% | -5.4% | +9.0% | +4.0% |
| 30D | +23.8% | -1.6% | +25.4% | +23.9% |
| 3M | +8.1% | +18.8% | -10.8% | +6.2% |
| 6M | +34.3% | +8.2% | +26.1% | +33.0% |
| YTD | +111.1% | -10.5% | +121.6% | +112.0% |
| 1Y | +99.9% | -23.7% | +123.7% | +104.1% |
| 3Y | +86.5% | -17.9% | +104.4% | +87.7% |
| All | +205.8% | -15.3% | +221.1% | +211.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling