+82.0%
USO vs ROST
+317.9%
-235.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.3% | -4.5% | -2.6% |
| 7D | +9.1% | +0.2% | +8.9% | +9.0% |
| 30D | +21.7% | -6.9% | +28.6% | +23.2% |
| 3M | +20.2% | -3.3% | +23.5% | +20.5% |
| 6M | +43.4% | +9.0% | +34.3% | +39.3% |
| YTD | +124.0% | +28.9% | +95.1% | +109.2% |
| 1Y | +112.2% | +54.0% | +58.2% | +89.9% |
| 3Y | +97.7% | +100.7% | -3.1% | +63.1% |
| 5Y | +217.4% | +116.0% | +101.4% | +151.2% |
| All | +82.0% | +317.9% | -235.9% | +21.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling