+99.0%
USO vs FGI
+45.3%
+53.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.9% | -5.8% | -3.8% |
| 7D | -9.1% | -1.4% | -7.7% | -9.1% |
| 30D | -3.7% | -3.2% | -0.5% | -3.8% |
| 3M | +20.9% | +64.1% | -43.2% | +24.2% |
| 6M | +6.8% | +17.2% | -10.4% | +9.2% |
| YTD | +106.3% | +31.6% | +74.7% | +114.6% |
| All | +99.0% | +45.3% | +53.7% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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