+91.4%
USO vs FANG
+43.7%
+47.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +1.8% |
| 7D | +9.5% | +0.8% | +8.7% | +8.6% |
| 30D | +23.6% | +7.6% | +16.0% | +15.0% |
| 3M | +3.8% | -1.3% | +5.1% | +5.5% |
| 6M | +55.0% | +14.7% | +40.4% | +41.6% |
| YTD | +105.3% | +34.8% | +70.5% | +68.4% |
| 1Y | +91.4% | +42.9% | +48.4% | +50.7% |
| All | +91.4% | +43.7% | +47.6% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling