+108.4%
USO vs FDS
+25.7%
+82.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -1.9% | +1.5% | -3.4% | -1.9% |
| 30D | -5.2% | +14.8% | -20.0% | -5.0% |
| 3M | +16.4% | +16.3% | +0.2% | +16.6% |
| 6M | +2.5% | +66.2% | -63.7% | +1.5% |
| YTD | +110.5% | +16.2% | +94.3% | +104.1% |
| 1Y | +108.4% | +21.8% | +86.6% | +104.0% |
| All | +108.4% | +25.7% | +82.7% | +104.0% |
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