+91.4%
USO vs FLUT
-65.9%
+157.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | -0.3% |
| 7D | +9.5% | -1.6% | +11.1% | +9.3% |
| 30D | +23.6% | +7.7% | +15.8% | +24.5% |
| 3M | +3.8% | -0.7% | +4.5% | +4.4% |
| 6M | +55.0% | -11.2% | +66.2% | +55.1% |
| YTD | +105.3% | -53.4% | +158.7% | +105.9% |
| 1Y | +91.4% | -65.8% | +157.1% | +92.1% |
| All | +91.4% | -65.9% | +157.3% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 1y: compounded portfolio wealth divided by compounded FLUT 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…
1y analysis · Full analysis span regression · 6 months rolling