+97.7%
USO vs FLNC
-62.9%
+160.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -2.2% |
| 7D | +9.1% | -4.1% | +13.2% | +9.1% |
| 30D | +21.7% | -24.8% | +46.5% | +21.9% |
| 3M | +20.2% | -59.1% | +79.3% | +21.5% |
| 6M | +43.4% | -42.0% | +85.3% | +43.4% |
| YTD | +124.0% | -49.8% | +173.8% | +124.3% |
| 1Y | +112.2% | +43.1% | +69.1% | +102.5% |
| 3Y | +97.7% | -61.0% | +158.6% | +82.7% |
| All | +97.7% | -62.9% | +160.5% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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