-72.7%
USO vs FE
+136.6%
-209.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.2% |
| 7D | -12.1% | 0.0% | -12.1% | -12.1% |
| 30D | +3.1% | +5.2% | -2.1% | +1.8% |
| 3M | +24.9% | 0.0% | +24.9% | +24.7% |
| 6M | +10.8% | +5.0% | +5.8% | +9.1% |
| YTD | +114.6% | +7.9% | +106.7% | +109.6% |
| 1Y | +109.4% | +6.3% | +103.0% | +105.2% |
| 3Y | +98.1% | +46.0% | +52.1% | +76.0% |
| 5Y | +162.4% | +45.6% | +116.8% | +130.9% |
| 10Y | +85.9% | +109.3% | -23.4% | +40.6% |
| All | -72.7% | +136.6% | -209.3% | -79.7% |
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