+97.7%
USO vs FLR
+54.2%
+43.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.2% |
| 7D | +9.1% | -3.5% | +12.6% | +9.2% |
| 30D | +21.7% | +4.2% | +17.5% | +21.6% |
| 3M | +20.2% | +8.1% | +12.2% | +19.9% |
| 6M | +43.4% | +21.5% | +21.8% | +41.5% |
| YTD | +124.0% | +36.8% | +87.2% | +117.4% |
| 1Y | +112.2% | +31.2% | +81.0% | +105.7% |
| 3Y | +97.7% | +53.9% | +43.8% | +80.7% |
| All | +97.7% | +54.2% | +43.5% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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