+159.6%
USO vs ROST
+109.2%
+50.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.4% |
| 7D | -1.9% | +0.3% | -2.2% | -1.9% |
| 30D | -5.2% | +0.5% | -5.7% | -5.2% |
| 3M | +16.4% | -5.2% | +21.7% | +16.4% |
| 6M | +2.5% | +9.8% | -7.3% | +2.3% |
| YTD | +110.5% | +29.4% | +81.1% | +107.5% |
| 1Y | +108.4% | +44.4% | +64.1% | +104.0% |
| 3Y | +99.6% | +95.0% | +4.6% | +90.0% |
| All | +159.6% | +109.2% | +50.4% | +183.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling