+97.7%
USO vs ROST
+98.0%
-0.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.3% | -4.5% | -1.9% |
| 7D | +9.1% | +0.2% | +8.9% | +9.2% |
| 30D | +21.7% | -6.9% | +28.6% | +20.7% |
| 3M | +20.2% | -3.3% | +23.5% | +20.0% |
| 6M | +43.4% | +9.0% | +34.3% | +44.3% |
| YTD | +124.0% | +28.9% | +95.1% | +123.7% |
| 1Y | +112.2% | +54.0% | +58.2% | +110.1% |
| 3Y | +97.7% | +100.7% | -3.1% | +90.8% |
| All | +97.7% | +98.0% | -0.3% | +90.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling