+100.3%
USO vs FGI
+12.3%
+88.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.2% | -2.9% | +3.2% |
| 7D | -1.4% | +13.5% | -15.0% | -1.5% |
| 30D | -4.6% | +17.1% | -21.7% | -4.6% |
| 3M | +14.7% | +78.0% | -63.3% | +14.8% |
| 6M | +1.2% | +46.4% | -45.2% | +1.4% |
| YTD | +111.2% | +47.7% | +63.5% | +110.2% |
| 1Y | +109.3% | +56.8% | +52.5% | +107.4% |
| All | +100.3% | +12.3% | +88.0% | +93.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling