+91.4%
USO vs FDS
-17.4%
+108.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | -0.1% |
| 7D | +9.5% | -1.9% | +11.4% | +9.4% |
| 30D | +23.6% | +9.0% | +14.6% | +23.8% |
| 3M | +3.8% | +18.9% | -15.0% | +4.6% |
| 6M | +55.0% | +35.1% | +19.9% | +54.5% |
| YTD | +105.3% | +5.5% | +99.8% | +100.8% |
| 1Y | +91.4% | -16.8% | +108.2% | +83.1% |
| All | +91.4% | -17.4% | +108.8% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling