+159.6%
USO vs FLR
+112.0%
+47.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | -1.9% | +5.4% | -7.3% | -2.6% |
| 30D | -5.2% | +2.8% | -8.0% | -5.7% |
| 3M | +16.4% | -6.4% | +22.8% | +17.0% |
| 6M | +2.5% | +8.8% | -6.3% | -0.1% |
| YTD | +110.5% | +23.6% | +86.9% | +96.6% |
| 1Y | +108.4% | +13.8% | +94.6% | +97.7% |
| 3Y | +99.6% | +36.5% | +63.2% | +66.3% |
| All | +159.6% | +112.0% | +47.6% | +84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling