-73.9%
USO vs FLEX
+1,254.3%
-1,328.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.4% |
| 7D | +9.5% | -0.9% | +10.3% | +9.6% |
| 30D | +23.6% | -10.1% | +33.7% | +25.8% |
| 3M | +3.8% | -31.3% | +35.2% | +9.9% |
| 6M | +55.0% | +71.3% | -16.2% | +30.2% |
| YTD | +105.3% | +81.2% | +24.0% | +69.2% |
| 1Y | +91.4% | +98.5% | -7.1% | +53.3% |
| 3Y | +84.6% | +428.2% | -343.7% | +13.0% |
| 5Y | +191.7% | +657.3% | -465.5% | +59.2% |
| 10Y | +73.3% | +995.9% | -922.6% | -22.3% |
| All | -73.9% | +1,254.3% | -1,328.2% | -92.2% |
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 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