+109.3%
USO vs FDS
+23.2%
+86.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.9% | +4.2% | +3.2% |
| 7D | -1.4% | -2.6% | +1.1% | -1.5% |
| 30D | -4.6% | +14.1% | -18.6% | -4.4% |
| 3M | +14.7% | +19.8% | -5.0% | +15.0% |
| 6M | +1.2% | +55.0% | -53.7% | +0.7% |
| YTD | +111.2% | +15.9% | +95.3% | +104.9% |
| 1Y | +109.3% | +24.2% | +85.1% | +105.5% |
| All | +109.3% | +23.2% | +86.1% | +105.5% |
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