+144.1%
FTNT vs USO
+100.7%
+43.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.6% | -4.6% | +0.7% |
| 7D | +1.6% | +11.5% | -9.9% | +0.9% |
| 30D | -1.9% | +24.1% | -26.0% | -3.3% |
| 3M | +14.4% | +17.9% | -3.6% | +13.0% |
| 6M | +88.7% | +49.6% | +39.0% | +81.6% |
| YTD | +100.0% | +129.0% | -29.0% | +83.6% |
| 1Y | +99.9% | +112.0% | -12.1% | +84.9% |
| All | +144.1% | +100.7% | +43.5% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 USO 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