+102.2%
USO vs FN
-25.7%
+127.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -6.0% | -2.1% | -8.7% |
| 7D | -12.7% | -7.0% | -5.7% | -13.5% |
| 30D | +1.0% | -24.7% | +25.7% | -2.3% |
| 3M | +25.6% | -35.7% | +61.3% | +20.5% |
| 6M | -1.5% | -52.4% | +50.9% | -8.3% |
| YTD | +110.3% | -25.0% | +135.2% | +111.7% |
| 1Y | +102.2% | -25.7% | +127.8% | +103.6% |
| All | +102.2% | -25.7% | +127.9% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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