+85.0%
USO vs FDS
+127.0%
-42.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.9% | +4.2% | +3.4% |
| 7D | -1.4% | -2.6% | +1.1% | -1.0% |
| 30D | -4.6% | +14.1% | -18.6% | -6.9% |
| 3M | +14.7% | +19.8% | -5.0% | +10.6% |
| 6M | +1.2% | +55.0% | -53.7% | -8.2% |
| YTD | +111.2% | +15.9% | +95.3% | +102.1% |
| 1Y | +109.3% | +24.2% | +85.1% | +96.8% |
| 3Y | +103.5% | -24.0% | +127.5% | +111.4% |
| 5Y | +160.9% | -23.3% | +184.3% | +166.3% |
| All | +85.0% | +127.0% | -42.0% | +59.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling