+102.2%
USO vs FIVE
+63.3%
+38.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +6.7% | -14.8% | -6.2% |
| 7D | -12.7% | +7.5% | -20.2% | -10.8% |
| 30D | +1.0% | +16.7% | -15.7% | +5.4% |
| 3M | +25.6% | +13.4% | +12.2% | +30.4% |
| 6M | -1.5% | +9.0% | -10.5% | +1.3% |
| YTD | +110.3% | +33.8% | +76.5% | +123.5% |
| 1Y | +102.2% | +61.2% | +41.0% | +118.7% |
| All | +102.2% | +63.3% | +38.9% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling