-73.9%
USO vs ROST
+3,666.2%
-3,740.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +9.5% | +0.9% | +8.5% | +9.3% |
| 30D | +23.6% | -8.9% | +32.5% | +25.4% |
| 3M | +3.8% | -0.8% | +4.6% | +3.6% |
| 6M | +55.0% | +8.5% | +46.6% | +51.3% |
| YTD | +105.3% | +28.6% | +76.7% | +93.8% |
| 1Y | +91.4% | +52.3% | +39.0% | +74.6% |
| 3Y | +84.6% | +94.8% | -10.3% | +58.5% |
| 5Y | +191.7% | +110.8% | +81.0% | +141.1% |
| 10Y | +73.3% | +304.5% | -231.2% | +23.9% |
| All | -73.9% | +3,666.2% | -3,740.1% | -86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling