+159.6%
USO vs FAST
+106.5%
+53.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.4% |
| 7D | -1.9% | +4.2% | -6.1% | -1.8% |
| 30D | -5.2% | +6.7% | -11.9% | -5.0% |
| 3M | +16.4% | +8.0% | +8.4% | +16.7% |
| 6M | +2.5% | +27.4% | -24.9% | +2.9% |
| YTD | +110.5% | +40.5% | +70.0% | +109.2% |
| 1Y | +108.4% | +38.4% | +70.1% | +107.3% |
| 3Y | +99.6% | +98.7% | +1.0% | +90.8% |
| All | +159.6% | +106.5% | +53.2% | +153.0% |
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