+76.1%
USO vs FE
+110.9%
-34.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.1% | -4.8% | -4.7% |
| 7D | -10.6% | -0.5% | -10.0% | -10.5% |
| 30D | -4.6% | +4.3% | -8.9% | -5.1% |
| 3M | +12.3% | +0.4% | +11.9% | +12.2% |
| 6M | +5.9% | +6.9% | -1.1% | +4.6% |
| YTD | +104.5% | +8.0% | +96.5% | +101.6% |
| 1Y | +97.3% | +4.8% | +92.5% | +95.4% |
| 3Y | +97.0% | +49.0% | +48.1% | +81.8% |
| 5Y | +151.2% | +46.2% | +104.9% | +131.1% |
| 10Y | +76.1% | +120.9% | -44.8% | +64.5% |
| All | +76.1% | +110.9% | -34.8% | +64.5% |
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