-51.0%
USO vs FERG
+1,301.2%
-1,352.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.0% | +6.6% | +5.6% |
| 7D | +11.5% | -1.0% | +12.5% | +11.5% |
| 30D | +24.1% | -11.8% | +35.9% | +24.1% |
| 3M | +17.9% | -1.2% | +19.2% | +17.9% |
| 6M | +49.6% | -2.3% | +51.9% | +49.5% |
| YTD | +129.0% | +0.8% | +128.2% | +128.5% |
| 1Y | +112.0% | +0.5% | +111.5% | +111.5% |
| 3Y | +102.3% | +51.4% | +50.9% | +100.1% |
| 5Y | +224.5% | +67.5% | +157.1% | +219.6% |
| 10Y | +86.9% | +348.1% | -261.2% | +88.8% |
| All | -51.0% | +1,301.2% | -1,352.2% | -51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling