+76.1%
USO vs FAST
+545.6%
-469.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -10.6% | +4.8% | -15.4% | -11.3% |
| 30D | -4.6% | +8.6% | -13.2% | -5.9% |
| 3M | +12.3% | +5.7% | +6.6% | +11.2% |
| 6M | +5.9% | +25.5% | -19.6% | +1.6% |
| YTD | +104.5% | +39.6% | +64.9% | +90.6% |
| 1Y | +97.3% | +35.5% | +61.8% | +84.9% |
| 3Y | +97.0% | +96.2% | +0.8% | +66.5% |
| 5Y | +151.2% | +110.2% | +41.0% | +105.7% |
| 10Y | +76.1% | +531.8% | -455.7% | +15.8% |
| All | +76.1% | +545.6% | -469.5% | +15.8% |
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