+214.1%
USO vs FITB
+70.3%
+143.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.7% |
| 7D | +6.2% | -0.4% | +6.6% | +6.3% |
| 30D | +19.1% | -5.1% | +24.2% | +19.6% |
| 3M | +14.2% | +3.5% | +10.7% | +13.6% |
| 6M | +43.7% | +17.2% | +26.5% | +40.6% |
| YTD | +116.8% | +17.6% | +99.2% | +111.3% |
| 1Y | +104.3% | +23.4% | +81.0% | +97.3% |
| 3Y | +91.5% | +129.7% | -38.2% | +63.6% |
| 5Y | +214.1% | +68.4% | +145.7% | +149.0% |
| All | +214.1% | +70.3% | +143.8% | +149.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling