+99.6%
USO vs FITB
+144.0%
-44.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.3% |
| 7D | -1.9% | +2.8% | -4.7% | -1.7% |
| 30D | -5.2% | +9.8% | -15.0% | -4.7% |
| 3M | +16.4% | -5.2% | +21.6% | +16.2% |
| 6M | +2.5% | +17.3% | -14.8% | +2.7% |
| YTD | +110.5% | +19.3% | +91.2% | +110.0% |
| 1Y | +108.4% | +32.7% | +75.7% | +105.1% |
| 3Y | +99.6% | +141.6% | -41.9% | +74.2% |
| All | +99.6% | +144.0% | -44.4% | +74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling