-73.9%
USO vs ROP
+846.2%
-920.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | +1.3% |
| 7D | +9.5% | -4.4% | +13.9% | +11.3% |
| 30D | +23.6% | +3.2% | +20.3% | +21.9% |
| 3M | +3.8% | +23.1% | -19.2% | -4.9% |
| 6M | +55.0% | +13.3% | +41.7% | +46.4% |
| YTD | +105.3% | -7.9% | +113.1% | +108.4% |
| 1Y | +91.4% | -22.1% | +113.4% | +106.8% |
| 3Y | +84.6% | -16.8% | +101.4% | +90.3% |
| 5Y | +191.7% | -13.5% | +205.3% | +190.2% |
| 10Y | +73.3% | +137.7% | -64.4% | +8.7% |
| All | -73.9% | +846.2% | -920.1% | -91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling