+82.6%
USO vs FAST
+86.1%
-3.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | 0.0% |
| 7D | +9.5% | -0.4% | +9.8% | +9.4% |
| 30D | +23.6% | -0.8% | +24.4% | +23.5% |
| 3M | +3.8% | +5.8% | -1.9% | +4.7% |
| 6M | +55.0% | +8.0% | +47.1% | +57.2% |
| YTD | +105.3% | +25.6% | +79.6% | +107.9% |
| 1Y | +91.4% | +0.8% | +90.6% | +93.9% |
| All | +82.6% | +86.1% | -3.5% | +93.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling