+109.3%
USO vs FAST
+38.4%
+70.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.1% | +3.3% |
| 7D | -1.4% | +5.0% | -6.5% | +0.7% |
| 30D | -4.6% | +8.6% | -13.1% | -1.1% |
| 3M | +14.7% | +6.9% | +7.8% | +18.1% |
| 6M | +1.2% | +29.6% | -28.4% | +14.1% |
| YTD | +111.2% | +41.4% | +69.8% | +133.1% |
| 1Y | +109.3% | +38.5% | +70.8% | +128.9% |
| All | +109.3% | +38.4% | +70.9% | +128.9% |
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