+82.0%
USO vs FIVN
+118.5%
-36.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.2% |
| 7D | +9.1% | -7.8% | +17.0% | +9.2% |
| 30D | +21.7% | -1.7% | +23.4% | +21.7% |
| 3M | +20.2% | +47.2% | -27.0% | +19.5% |
| 6M | +43.4% | +82.7% | -39.4% | +41.9% |
| YTD | +124.0% | +52.9% | +71.1% | +122.4% |
| 1Y | +112.2% | +17.5% | +94.7% | +112.1% |
| 3Y | +97.7% | -55.8% | +153.5% | +100.7% |
| 5Y | +217.4% | -82.3% | +299.7% | +228.4% |
| All | +82.0% | +118.5% | -36.6% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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