+81.0%
USO vs FN
+850.1%
-769.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.9% | -5.9% | -0.2% |
| 7D | -2.7% | +8.0% | -10.7% | -3.1% |
| 30D | -6.3% | -19.1% | +12.8% | -5.7% |
| 3M | +10.9% | -29.8% | +40.7% | +12.1% |
| 6M | +2.0% | -43.2% | +45.2% | +4.0% |
| YTD | +104.6% | -18.9% | +123.5% | +100.5% |
| 1Y | +94.5% | -17.9% | +112.4% | +89.9% |
| 3Y | +97.1% | +120.1% | -23.1% | +67.7% |
| 5Y | +151.6% | +206.7% | -55.1% | +100.4% |
| 10Y | +81.0% | +804.7% | -723.7% | +24.0% |
| All | +81.0% | +850.1% | -769.1% | +24.0% |
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 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