+94.5%
USO vs FFIV
+31.8%
+62.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.9% |
| 7D | -10.6% | -4.2% | -6.4% | -10.7% |
| 30D | -4.6% | -33.9% | +29.3% | -6.3% |
| 3M | +12.3% | -22.6% | +34.9% | +10.9% |
| 6M | +5.9% | -10.4% | +16.3% | +3.6% |
| YTD | +104.5% | +24.3% | +80.2% | +99.4% |
| All | +94.5% | +31.8% | +62.7% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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