+175.9%
USO vs FLNC
-71.1%
+247.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.2% | +9.9% | +5.7% |
| 7D | +11.5% | -5.0% | +16.5% | +11.5% |
| 30D | +24.1% | -26.1% | +50.2% | +24.7% |
| 3M | +17.9% | -55.2% | +73.1% | +19.6% |
| 6M | +49.6% | -42.6% | +92.2% | +49.8% |
| YTD | +129.0% | -51.0% | +180.0% | +129.5% |
| 1Y | +112.0% | +43.3% | +68.6% | +102.1% |
| 3Y | +102.3% | -63.4% | +165.7% | +95.5% |
| All | +175.9% | -71.1% | +247.0% | +191.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling