+85.0%
USO vs FLUT
-26.1%
+111.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.1% | +7.4% | +3.3% |
| 7D | -1.4% | -1.2% | -0.2% | -1.4% |
| 30D | -4.6% | +5.0% | -9.6% | -4.7% |
| 3M | +14.7% | -16.4% | +31.2% | +14.9% |
| 6M | +1.2% | -14.6% | +15.8% | +1.3% |
| YTD | +111.2% | -61.9% | +173.1% | +115.7% |
| 1Y | +109.3% | -65.0% | +174.3% | +114.3% |
| 3Y | +103.5% | -44.8% | +148.3% | +104.4% |
| 5Y | +160.9% | -49.9% | +210.8% | +159.7% |
| All | +85.0% | -26.1% | +111.1% | +82.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling