+86.5%
USO vs FLUT
-42.5%
+129.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.9% |
| 7D | +3.6% | +3.8% | -0.2% | +3.7% |
| 30D | +23.8% | +6.3% | +17.5% | +24.0% |
| 3M | +8.1% | -4.0% | +12.1% | +8.2% |
| 6M | +34.3% | -10.3% | +44.5% | +34.4% |
| YTD | +111.1% | -53.2% | +164.3% | +114.5% |
| 1Y | +99.9% | -65.0% | +165.0% | +104.7% |
| 3Y | +86.5% | -43.9% | +130.4% | +88.7% |
| All | +86.5% | -42.5% | +129.0% | +88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling