-72.4%
USO vs TROW
+401.6%
-474.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.1% |
| 7D | +6.2% | -1.5% | +7.7% | +6.6% |
| 30D | +19.1% | -5.3% | +24.4% | +20.6% |
| 3M | +14.2% | +2.9% | +11.3% | +12.6% |
| 6M | +43.7% | +22.2% | +21.5% | +35.0% |
| YTD | +116.8% | +8.1% | +108.8% | +109.3% |
| 1Y | +104.3% | +5.8% | +98.5% | +98.0% |
| 3Y | +91.5% | +14.0% | +77.5% | +78.2% |
| 5Y | +214.1% | -38.3% | +252.3% | +236.1% |
| 10Y | +77.0% | +131.7% | -54.6% | +27.2% |
| All | -72.4% | +401.6% | -474.0% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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