-73.2%
USO vs FLEX
+827.3%
-900.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.4% |
| 7D | -1.9% | +7.5% | -9.4% | -3.4% |
| 30D | -5.2% | -25.3% | +20.1% | -1.1% |
| 3M | +16.4% | -39.7% | +56.1% | +25.5% |
| 6M | +2.5% | -47.9% | +50.4% | +11.7% |
| YTD | +110.5% | +24.1% | +86.4% | +82.9% |
| 1Y | +108.4% | +26.0% | +82.5% | +79.9% |
| 3Y | +99.6% | +282.7% | -183.0% | +27.7% |
| 5Y | +160.1% | +424.2% | -264.2% | +49.6% |
| 10Y | +86.3% | +613.8% | -527.5% | -10.7% |
| All | -73.2% | +827.3% | -900.5% | -91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling