-73.8%
USO vs FAST
+1,419.9%
-1,493.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.0% | -6.9% | -4.5% |
| 7D | -9.1% | +3.8% | -12.9% | -9.9% |
| 30D | -3.7% | +8.1% | -11.8% | -5.6% |
| 3M | +20.9% | +5.8% | +15.1% | +19.2% |
| 6M | +6.8% | +24.9% | -18.1% | +0.9% |
| YTD | +106.3% | +38.9% | +67.4% | +88.3% |
| 1Y | +100.2% | +36.5% | +63.7% | +83.4% |
| 3Y | +103.1% | +98.1% | +4.9% | +66.1% |
| 5Y | +146.1% | +109.3% | +36.8% | +95.1% |
| 10Y | +73.5% | +547.9% | -474.4% | -1.3% |
| All | -73.8% | +1,419.9% | -1,493.7% | -88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling