+91.4%
USO vs FN
+17.1%
+74.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | +0.3% |
| 7D | +9.5% | -1.7% | +11.1% | +9.3% |
| 30D | +23.6% | -22.0% | +45.6% | +20.8% |
| 3M | +3.8% | -43.0% | +46.8% | -1.7% |
| 6M | +55.0% | -27.7% | +82.8% | +57.6% |
| YTD | +105.3% | -10.5% | +115.8% | +109.0% |
| 1Y | +91.4% | +12.5% | +78.9% | +94.0% |
| All | +91.4% | +17.1% | +74.3% | +94.0% |
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