+151.6%
USO vs ROP
+1.6%
+150.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -2.7% | -2.9% | +0.2% | -2.5% |
| 30D | -6.3% | +30.1% | -36.4% | -8.6% |
| 3M | +10.9% | +19.9% | -9.0% | +8.8% |
| 6M | +2.0% | +46.0% | -44.0% | -1.8% |
| YTD | +104.6% | +8.4% | +96.2% | +101.4% |
| 1Y | +94.5% | +8.8% | +85.7% | +91.4% |
| 3Y | +97.1% | -5.6% | +102.7% | +96.1% |
| 5Y | +151.6% | +3.0% | +148.6% | +153.6% |
| All | +151.6% | +1.6% | +150.0% | +153.6% |
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