+66.5%
USO vs FIVE
+475.1%
-408.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.1% | +2.8% |
| 7D | +3.6% | +3.7% | -0.1% | +3.2% |
| 30D | +23.8% | +4.0% | +19.8% | +23.2% |
| 3M | +8.1% | +36.2% | -28.2% | +4.7% |
| 6M | +34.3% | +18.0% | +16.2% | +31.1% |
| YTD | +111.1% | +34.9% | +76.3% | +102.8% |
| 1Y | +99.9% | +67.9% | +32.0% | +86.9% |
| 3Y | +86.5% | +57.3% | +29.2% | +69.8% |
| 5Y | +200.5% | +39.5% | +161.0% | +172.1% |
| 10Y | +66.5% | +496.4% | -429.9% | +31.8% |
| All | +66.5% | +475.1% | -408.5% | +31.8% |
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