+82.0%
USO vs FERG
+351.3%
-269.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.2% |
| 7D | +9.1% | -2.6% | +11.7% | +9.0% |
| 30D | +21.7% | -8.9% | +30.6% | +21.4% |
| 3M | +20.2% | -2.0% | +22.3% | +20.2% |
| 6M | +43.4% | -3.2% | +46.6% | +43.3% |
| YTD | +124.0% | +1.5% | +122.5% | +123.7% |
| 1Y | +112.2% | +0.5% | +111.7% | +112.0% |
| 3Y | +97.7% | +50.4% | +47.2% | +97.5% |
| 5Y | +217.4% | +68.7% | +148.7% | +216.0% |
| All | +82.0% | +351.3% | -269.3% | +116.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling