-73.9%
USO vs FAST
+1,274.5%
-1,348.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.3% |
| 7D | +9.5% | -0.4% | +9.8% | +9.5% |
| 30D | +23.6% | -0.8% | +24.4% | +23.8% |
| 3M | +3.8% | +5.8% | -1.9% | +2.2% |
| 6M | +55.0% | +8.0% | +47.1% | +50.7% |
| YTD | +105.3% | +25.6% | +79.6% | +92.0% |
| 1Y | +91.4% | +0.8% | +90.6% | +88.5% |
| 3Y | +84.6% | +86.1% | -1.6% | +52.9% |
| 5Y | +191.7% | +100.2% | +91.5% | +133.2% |
| 10Y | +73.3% | +494.2% | -420.9% | +0.5% |
| All | -73.9% | +1,274.5% | -1,348.4% | -88.3% |
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