-73.9%
USO vs FE
+135.9%
-209.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +9.5% | +1.9% | +7.5% | +8.9% |
| 30D | +23.6% | -1.2% | +24.7% | +23.9% |
| 3M | +3.8% | +3.5% | +0.3% | +2.8% |
| 6M | +55.0% | -6.1% | +61.1% | +57.1% |
| YTD | +105.3% | +7.6% | +97.7% | +100.8% |
| 1Y | +91.4% | +11.9% | +79.5% | +85.3% |
| 3Y | +84.6% | +48.4% | +36.1% | +63.2% |
| 5Y | +191.7% | +44.8% | +146.9% | +157.2% |
| 10Y | +73.3% | +115.9% | -42.6% | +29.8% |
| All | -73.9% | +135.9% | -209.9% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling