+99.9%
USO vs FIVE
+65.4%
+34.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.1% | +3.0% |
| 7D | +3.6% | +3.7% | -0.1% | +4.2% |
| 30D | +23.8% | +4.0% | +19.8% | +24.8% |
| 3M | +8.1% | +36.2% | -28.2% | +13.6% |
| 6M | +34.3% | +18.0% | +16.2% | +38.4% |
| YTD | +111.1% | +34.9% | +76.3% | +113.7% |
| 1Y | +99.9% | +67.9% | +32.0% | +95.9% |
| All | +99.9% | +65.4% | +34.6% | +95.9% |
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