+86.1%
USO vs FLEX
+1,045.7%
-959.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.1% | +9.8% | +6.1% |
| 7D | +11.5% | +0.1% | +11.4% | +11.4% |
| 30D | +24.1% | -11.8% | +35.9% | +25.8% |
| 3M | +17.9% | -22.6% | +40.5% | +20.7% |
| 6M | +49.6% | +77.3% | -27.7% | +30.2% |
| YTD | +129.0% | +78.8% | +50.2% | +97.5% |
| 1Y | +112.0% | +86.1% | +25.9% | +80.2% |
| 3Y | +102.3% | +446.2% | -344.0% | +32.4% |
| 5Y | +224.5% | +689.7% | -465.1% | +90.9% |
| All | +86.1% | +1,045.7% | -959.7% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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