+73.5%
USO vs FN
+837.6%
-764.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +11.9% | -15.7% | -4.3% |
| 7D | -9.1% | +16.3% | -25.3% | -9.7% |
| 30D | -3.7% | -24.7% | +21.0% | -2.8% |
| 3M | +20.9% | -34.9% | +55.8% | +22.7% |
| 6M | +6.8% | -41.1% | +47.9% | +8.6% |
| YTD | +106.3% | -19.6% | +125.9% | +102.3% |
| 1Y | +100.2% | -18.5% | +118.7% | +95.5% |
| 3Y | +103.1% | +119.1% | -16.1% | +73.0% |
| 5Y | +146.1% | +206.9% | -60.9% | +96.1% |
| 10Y | +73.5% | +826.4% | -753.0% | +20.9% |
| All | +73.5% | +837.6% | -764.1% | +20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling