+213.1%
USO vs FANG
+232.6%
-19.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | +9.1% | +2.9% | +6.2% | +7.2% |
| 30D | +21.7% | +2.6% | +19.1% | +19.9% |
| 3M | +20.2% | +7.6% | +12.7% | +15.8% |
| 6M | +43.4% | +17.3% | +26.0% | +32.6% |
| YTD | +124.0% | +38.7% | +85.3% | +88.3% |
| 1Y | +112.2% | +51.6% | +60.5% | +69.4% |
| 3Y | +97.7% | +50.0% | +47.7% | +55.7% |
| All | +213.1% | +232.6% | -19.5% | +74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling