+213.1%
USO vs FLR
+238.1%
-25.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.4% |
| 7D | +9.1% | -3.5% | +12.6% | +9.6% |
| 30D | +21.7% | +4.2% | +17.5% | +21.0% |
| 3M | +20.2% | +8.1% | +12.2% | +18.2% |
| 6M | +43.4% | +21.5% | +21.8% | +36.6% |
| YTD | +124.0% | +36.8% | +87.2% | +107.2% |
| 1Y | +112.2% | +31.2% | +81.0% | +96.3% |
| 3Y | +97.7% | +53.9% | +43.8% | +62.7% |
| All | +213.1% | +238.1% | -25.1% | +111.6% |
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