+84.4%
USO vs FITB
+212.2%
-127.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | -1.9% | +2.8% | -4.7% | -2.5% |
| 30D | -5.2% | +9.8% | -15.0% | -7.3% |
| 3M | +16.4% | -5.2% | +21.6% | +17.5% |
| 6M | +2.5% | +17.3% | -14.8% | -2.0% |
| YTD | +110.5% | +19.3% | +91.2% | +98.6% |
| 1Y | +108.4% | +32.7% | +75.7% | +91.2% |
| 3Y | +99.6% | +141.6% | -41.9% | +52.8% |
| 5Y | +160.1% | +48.9% | +111.2% | +119.1% |
| All | +84.4% | +212.2% | -127.8% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling