+84.4%
USO vs FIVE
+504.2%
-419.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.9% | +2.7% | -4.6% | -2.2% |
| 30D | -5.2% | +12.7% | -17.9% | -6.3% |
| 3M | +16.4% | +2.1% | +14.4% | +15.9% |
| 6M | +2.5% | +17.5% | -15.0% | +0.4% |
| YTD | +110.5% | +31.0% | +79.5% | +102.2% |
| 1Y | +108.4% | +67.7% | +40.7% | +94.5% |
| 3Y | +99.6% | +43.4% | +56.3% | +83.5% |
| 5Y | +160.1% | +18.1% | +142.0% | +141.7% |
| All | +84.4% | +504.2% | -419.8% | +44.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling