+68.7%
USO vs FAST
+506.5%
-437.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.2% |
| 7D | +9.5% | -0.4% | +9.8% | +9.5% |
| 30D | +23.6% | -0.8% | +24.4% | +23.7% |
| 3M | +3.8% | +5.8% | -1.9% | +2.6% |
| 6M | +55.0% | +8.0% | +47.1% | +51.9% |
| YTD | +105.3% | +25.6% | +79.6% | +94.6% |
| 1Y | +91.4% | +0.8% | +90.6% | +89.7% |
| 3Y | +84.6% | +86.1% | -1.6% | +56.3% |
| 5Y | +191.7% | +100.2% | +91.5% | +138.8% |
| All | +68.7% | +506.5% | -437.8% | +7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling