+98.1%
USO vs FIVE
+34.8%
+63.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -12.1% | -0.3% | -11.8% | -12.1% |
| 30D | +3.1% | +17.7% | -14.5% | +3.1% |
| 3M | +24.9% | +4.0% | +20.9% | +24.7% |
| 6M | +10.8% | +2.6% | +8.2% | +10.8% |
| YTD | +114.6% | +27.6% | +87.0% | +111.9% |
| 1Y | +109.4% | +59.9% | +49.4% | +104.0% |
| 3Y | +98.1% | +35.8% | +62.3% | +78.9% |
| All | +98.1% | +34.8% | +63.3% | +78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling