+102.2%
USO vs ROST
+54.7%
+47.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +6.1% | -14.2% | -5.0% |
| 7D | -12.7% | +7.8% | -20.5% | -9.1% |
| 30D | +1.0% | +8.6% | -7.6% | +5.5% |
| 3M | +25.6% | -1.9% | +27.5% | +25.4% |
| 6M | -1.5% | +9.1% | -10.6% | +4.2% |
| YTD | +110.3% | +37.2% | +73.0% | +131.3% |
| 1Y | +102.2% | +52.7% | +49.4% | +126.6% |
| All | +102.2% | +54.7% | +47.5% | +126.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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