+195.5%
USO vs FIVE
+31.2%
+164.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -0.2% |
| 7D | +9.5% | +4.3% | +5.2% | +9.4% |
| 30D | +23.6% | +12.5% | +11.1% | +23.3% |
| 3M | +3.8% | +31.2% | -27.4% | +3.2% |
| 6M | +55.0% | +14.4% | +40.7% | +54.3% |
| YTD | +105.3% | +33.9% | +71.4% | +102.7% |
| 1Y | +91.4% | +65.1% | +26.3% | +87.0% |
| 3Y | +84.6% | +49.0% | +35.6% | +75.2% |
| All | +195.5% | +31.2% | +164.3% | +206.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling