+99.6%
USO vs FLEX
+281.5%
-181.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | -0.5% |
| 7D | -1.9% | +7.5% | -9.4% | -1.6% |
| 30D | -5.2% | -25.3% | +20.1% | -6.0% |
| 3M | +16.4% | -39.7% | +56.1% | +14.8% |
| 6M | +2.5% | -47.9% | +50.4% | +1.3% |
| YTD | +110.5% | +24.1% | +86.4% | +101.0% |
| 1Y | +108.4% | +26.0% | +82.5% | +98.1% |
| 3Y | +99.6% | +282.7% | -183.0% | +50.1% |
| All | +99.6% | +281.5% | -181.9% | +50.1% |
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