-49.9%
USO vs FIVN
+292.8%
-342.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.1% | +9.0% | +3.0% |
| 7D | +3.6% | -8.2% | +11.8% | +3.7% |
| 30D | +23.8% | -8.1% | +31.9% | +23.9% |
| 3M | +8.1% | +34.9% | -26.9% | +7.3% |
| 6M | +34.3% | +72.6% | -38.4% | +32.3% |
| YTD | +111.1% | +55.8% | +55.4% | +108.5% |
| 1Y | +99.9% | +17.1% | +82.8% | +99.1% |
| 3Y | +86.5% | -54.3% | +140.8% | +89.4% |
| 5Y | +200.5% | -81.6% | +282.1% | +212.0% |
| 10Y | +66.5% | +109.2% | -42.6% | +51.6% |
| All | -49.9% | +292.8% | -342.7% | -56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling