+86.1%
USO vs FDS
+66.9%
+19.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -5.8% | +11.4% | +6.6% |
| 7D | +11.5% | -16.0% | +27.5% | +14.7% |
| 30D | +24.1% | -6.7% | +30.8% | +25.2% |
| 3M | +17.9% | +6.0% | +12.0% | +15.4% |
| 6M | +49.6% | +25.1% | +24.5% | +40.6% |
| YTD | +129.0% | -8.1% | +137.1% | +128.7% |
| 1Y | +112.0% | -26.0% | +138.0% | +121.7% |
| 3Y | +102.3% | -36.4% | +138.7% | +115.5% |
| 5Y | +224.5% | -27.7% | +252.3% | +224.6% |
| All | +86.1% | +66.9% | +19.2% | +59.3% |
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