+86.5%
USO vs FLEX
+475.0%
-388.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.4% | -1.5% | +3.0% |
| 7D | +3.6% | +7.0% | -3.4% | +3.8% |
| 30D | +23.8% | -5.8% | +29.6% | +23.6% |
| 3M | +8.1% | -24.2% | +32.3% | +7.7% |
| 6M | +34.3% | +90.8% | -56.5% | +32.0% |
| YTD | +111.1% | +89.2% | +22.0% | +106.7% |
| 1Y | +99.9% | +104.7% | -4.8% | +92.9% |
| 3Y | +86.5% | +478.1% | -391.6% | +65.2% |
| All | +86.5% | +475.0% | -388.5% | +65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling