-73.9%
USO vs FITB
+159.7%
-233.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +9.5% | +0.6% | +8.8% | +9.3% |
| 30D | +23.6% | -4.7% | +28.3% | +24.4% |
| 3M | +3.8% | +6.7% | -2.9% | +2.5% |
| 6M | +55.0% | +12.6% | +42.5% | +51.1% |
| YTD | +105.3% | +19.1% | +86.1% | +97.9% |
| 1Y | +91.4% | +22.6% | +68.7% | +83.4% |
| 3Y | +84.6% | +127.1% | -42.6% | +58.2% |
| 5Y | +191.7% | +71.8% | +119.9% | +157.1% |
| 10Y | +73.3% | +287.2% | -213.9% | +30.5% |
| All | -73.9% | +159.7% | -233.6% | -84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling