+200.5%
USO vs FFIV
+92.2%
+108.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | +3.6% | -1.5% | +5.1% | +3.7% |
| 30D | +23.8% | -2.7% | +26.4% | +24.0% |
| 3M | +8.1% | -1.7% | +9.7% | +7.9% |
| 6M | +34.3% | +36.1% | -1.9% | +29.1% |
| YTD | +111.1% | +52.6% | +58.5% | +100.2% |
| 1Y | +99.9% | +21.5% | +78.4% | +94.5% |
| 3Y | +86.5% | +142.7% | -56.2% | +66.7% |
| 5Y | +200.5% | +92.6% | +108.0% | +171.0% |
| All | +200.5% | +92.2% | +108.3% | +171.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling