-73.9%
USO vs FDS
+773.1%
-847.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.7% |
| 7D | +9.5% | -1.9% | +11.4% | +9.9% |
| 30D | +23.6% | +9.0% | +14.6% | +20.8% |
| 3M | +3.8% | +18.9% | -15.0% | -1.5% |
| 6M | +55.0% | +35.1% | +19.9% | +41.4% |
| YTD | +105.3% | +5.5% | +99.8% | +97.9% |
| 1Y | +91.4% | -16.8% | +108.2% | +95.2% |
| 3Y | +84.6% | -28.1% | +112.6% | +92.4% |
| 5Y | +191.7% | -17.4% | +209.2% | +186.2% |
| 10Y | +73.3% | +85.4% | -12.2% | +30.4% |
| All | -73.9% | +773.1% | -847.0% | -87.2% |
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