-74.0%
USO vs FDS
+842.5%
-916.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -10.6% | -2.0% | -8.6% | -10.2% |
| 30D | -4.6% | +13.5% | -18.1% | -7.6% |
| 3M | +12.3% | +15.2% | -2.8% | +7.9% |
| 6M | +5.9% | +47.0% | -41.2% | -5.6% |
| YTD | +104.5% | +13.9% | +90.6% | +92.6% |
| 1Y | +97.3% | +25.2% | +72.2% | +80.8% |
| 3Y | +97.0% | -25.3% | +122.4% | +103.2% |
| 5Y | +151.2% | -23.3% | +174.5% | +152.2% |
| 10Y | +76.1% | +126.0% | -49.9% | +25.0% |
| All | -74.0% | +842.5% | -916.5% | -87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling