+214.1%
USO vs FDS
-23.5%
+237.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.4% | +6.1% | +2.8% |
| 7D | +6.2% | -8.8% | +15.0% | +6.4% |
| 30D | +19.1% | -1.4% | +20.5% | +19.1% |
| 3M | +14.2% | +13.9% | +0.3% | +13.7% |
| 6M | +43.7% | +27.4% | +16.4% | +42.0% |
| YTD | +116.8% | -2.5% | +119.3% | +115.9% |
| 1Y | +104.3% | -23.8% | +128.1% | +105.9% |
| 3Y | +91.5% | -32.5% | +124.0% | +92.7% |
| 5Y | +214.1% | -23.2% | +237.3% | +231.9% |
| All | +214.1% | -23.5% | +237.5% | +231.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling