+86.1%
USO vs FITB
+288.7%
-202.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.4% | +5.2% | +5.5% |
| 7D | +11.5% | -1.0% | +12.4% | +11.7% |
| 30D | +24.1% | -5.5% | +29.6% | +25.6% |
| 3M | +17.9% | +4.1% | +13.8% | +16.4% |
| 6M | +49.6% | +18.7% | +30.9% | +42.3% |
| YTD | +129.0% | +18.2% | +110.8% | +117.1% |
| 1Y | +112.0% | +23.7% | +88.3% | +98.3% |
| 3Y | +102.3% | +130.8% | -28.5% | +56.8% |
| 5Y | +224.5% | +69.8% | +154.8% | +163.2% |
| All | +86.1% | +288.7% | -202.7% | +23.7% |
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