+152.7%
USO vs FLEX
+473.3%
-320.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | 0.0% |
| 7D | -2.7% | +2.2% | -4.9% | -2.7% |
| 30D | -6.3% | -32.6% | +26.3% | -6.4% |
| 3M | +10.9% | -35.5% | +46.3% | +10.9% |
| 6M | +2.0% | -45.6% | +47.6% | +2.5% |
| YTD | +104.6% | +30.7% | +73.9% | +93.6% |
| 1Y | +94.5% | +28.4% | +66.2% | +84.1% |
| 3Y | +97.1% | +301.7% | -204.6% | +57.6% |
| All | +152.7% | +473.3% | -320.6% | +107.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling