+77.0%
USO vs FE
+110.4%
-33.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.8% |
| 7D | +6.2% | -0.2% | +6.4% | +6.3% |
| 30D | +19.1% | -1.2% | +20.3% | +19.3% |
| 3M | +14.2% | +1.7% | +12.6% | +13.9% |
| 6M | +43.7% | -7.5% | +51.2% | +45.2% |
| YTD | +116.8% | +6.3% | +110.5% | +114.3% |
| 1Y | +104.3% | +10.9% | +93.5% | +100.6% |
| 3Y | +91.5% | +46.9% | +44.6% | +76.9% |
| 5Y | +214.1% | +47.6% | +166.5% | +188.1% |
| 10Y | +77.0% | +114.5% | -37.5% | +62.4% |
| All | +77.0% | +110.4% | -33.3% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling