-48.8%
USO vs FIVE
+868.1%
-916.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -0.6% |
| 7D | +9.5% | +4.3% | +5.2% | +9.0% |
| 30D | +23.6% | +12.5% | +11.1% | +22.0% |
| 3M | +3.8% | +31.2% | -27.4% | +0.9% |
| 6M | +55.0% | +14.4% | +40.7% | +51.8% |
| YTD | +105.3% | +33.9% | +71.4% | +97.4% |
| 1Y | +91.4% | +65.1% | +26.3% | +79.5% |
| 3Y | +84.6% | +49.0% | +35.6% | +69.4% |
| 5Y | +191.7% | +30.3% | +161.4% | +166.9% |
| 10Y | +73.3% | +481.1% | -407.8% | +29.2% |
| All | -48.8% | +868.1% | -916.9% | -64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling