+160.0%
USO vs FAST
+103.6%
+56.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -12.1% | +2.1% | -14.2% | -12.0% |
| 30D | +3.1% | +6.9% | -3.8% | +3.3% |
| 3M | +24.9% | +4.8% | +20.0% | +25.0% |
| 6M | +10.8% | +19.8% | -9.0% | +11.1% |
| YTD | +114.6% | +34.9% | +79.7% | +113.0% |
| 1Y | +109.4% | +32.8% | +76.6% | +108.0% |
| 3Y | +98.1% | +93.7% | +4.4% | +88.7% |
| All | +160.0% | +103.6% | +56.4% | +131.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling