-73.2%
USO vs FLR
+55.2%
-128.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.0% | +2.7% |
| 7D | +3.6% | +0.7% | +2.9% | +3.4% |
| 30D | +23.8% | -0.7% | +24.4% | +23.6% |
| 3M | +8.1% | +14.3% | -6.3% | +2.7% |
| 6M | +34.3% | +25.6% | +8.7% | +22.1% |
| YTD | +111.1% | +42.9% | +68.3% | +84.0% |
| 1Y | +99.9% | +38.7% | +61.2% | +73.9% |
| 3Y | +86.5% | +61.8% | +24.7% | +45.2% |
| 5Y | +200.5% | +254.1% | -53.6% | +78.8% |
| 10Y | +66.5% | +20.0% | +46.5% | +9.8% |
| All | -73.2% | +55.2% | -128.4% | -86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling