-74.0%
USO vs FFIV
+898.5%
-972.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.1% |
| 7D | -2.7% | -2.9% | +0.2% | -2.3% |
| 30D | -6.3% | -32.4% | +26.1% | -0.9% |
| 3M | +10.9% | -22.7% | +33.6% | +14.5% |
| 6M | +2.0% | -10.7% | +12.7% | +2.4% |
| YTD | +104.6% | +25.4% | +79.2% | +93.1% |
| 1Y | +94.5% | +34.2% | +60.4% | +81.4% |
| 3Y | +97.1% | +101.2% | -4.1% | +69.0% |
| 5Y | +151.6% | +42.0% | +109.7% | +125.8% |
| 10Y | +81.0% | +126.7% | -45.7% | +45.4% |
| All | -74.0% | +898.5% | -972.5% | -84.6% |
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