-72.7%
USO vs FAST
+1,375.9%
-1,448.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -12.1% | +2.1% | -14.2% | -12.6% |
| 30D | +3.1% | +6.9% | -3.8% | +1.5% |
| 3M | +24.9% | +4.8% | +20.0% | +23.3% |
| 6M | +10.8% | +19.8% | -9.0% | +5.8% |
| YTD | +114.6% | +34.9% | +79.7% | +97.3% |
| 1Y | +109.4% | +32.8% | +76.6% | +93.1% |
| 3Y | +98.1% | +93.7% | +4.4% | +62.9% |
| 5Y | +162.4% | +105.3% | +57.1% | +108.9% |
| 10Y | +85.9% | +595.4% | -509.5% | +3.6% |
| All | -72.7% | +1,375.9% | -1,448.6% | -87.9% |
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