+138.8%
USO vs FGI
-74.8%
+213.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -25.2% | +24.8% | -0.2% |
| 7D | -1.9% | -14.4% | +12.5% | -1.8% |
| 30D | -5.2% | -11.8% | +6.6% | -5.1% |
| 3M | +16.4% | -46.2% | +62.7% | +16.7% |
| 6M | +2.5% | +5.2% | -2.7% | +2.3% |
| YTD | +110.5% | +10.5% | +100.0% | +107.9% |
| 1Y | +108.4% | +25.5% | +82.9% | +104.3% |
| 3Y | +99.6% | -16.0% | +115.6% | +91.3% |
| All | +138.8% | -74.8% | +213.6% | +134.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling