+91.4%
USO vs FERG
+0.8%
+90.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | +0.7% |
| 7D | +9.5% | 0.0% | +9.5% | +9.5% |
| 30D | +23.6% | -10.2% | +33.8% | +19.4% |
| 3M | +3.8% | -0.6% | +4.4% | +4.7% |
| 6M | +55.0% | -6.5% | +61.6% | +57.4% |
| YTD | +105.3% | +4.2% | +101.1% | +104.6% |
| 1Y | +91.4% | -2.3% | +93.6% | +91.8% |
| All | +91.4% | +0.8% | +90.5% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 1y: compounded portfolio wealth divided by compounded FERG 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…
1y analysis · Full analysis span regression · 6 months rolling