+102.2%
USO vs FAST
+32.0%
+70.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.7% | -9.7% | -7.4% |
| 7D | -12.7% | +3.4% | -16.1% | -11.5% |
| 30D | +1.0% | +5.5% | -4.5% | +3.2% |
| 3M | +25.6% | +7.6% | +18.0% | +29.5% |
| 6M | -1.5% | +19.8% | -21.3% | +7.0% |
| YTD | +110.3% | +35.5% | +74.8% | +125.8% |
| 1Y | +102.2% | +31.6% | +70.5% | +115.8% |
| All | +102.2% | +32.0% | +70.2% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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