-73.9%
USO vs FFIV
+1,118.3%
-1,192.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +9.5% | -1.0% | +10.4% | +9.6% |
| 30D | +23.6% | -5.1% | +28.6% | +24.5% |
| 3M | +3.8% | -4.5% | +8.3% | +4.2% |
| 6M | +55.0% | +36.5% | +18.6% | +46.1% |
| YTD | +105.3% | +53.0% | +52.3% | +89.3% |
| 1Y | +91.4% | +24.2% | +67.2% | +82.3% |
| 3Y | +84.6% | +137.2% | -52.7% | +55.4% |
| 5Y | +191.7% | +91.8% | +100.0% | +150.9% |
| 10Y | +73.3% | +215.2% | -141.9% | +33.0% |
| All | -73.9% | +1,118.3% | -1,192.2% | -84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling