+91.4%
USO vs FITB
+128.2%
-36.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.7% |
| 7D | +6.2% | -0.4% | +6.6% | +6.2% |
| 30D | +19.1% | -5.1% | +24.2% | +18.8% |
| 3M | +14.2% | +3.5% | +10.7% | +14.2% |
| 6M | +43.7% | +17.2% | +26.5% | +43.8% |
| YTD | +116.8% | +17.6% | +99.2% | +116.2% |
| 1Y | +104.3% | +23.4% | +81.0% | +102.6% |
| All | +91.4% | +128.2% | -36.8% | +83.0% |
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