+68.7%
USO vs FN
+899.8%
-831.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.2% |
| 7D | +9.5% | -1.7% | +11.1% | +9.5% |
| 30D | +23.6% | -22.0% | +45.6% | +24.8% |
| 3M | +3.8% | -43.0% | +46.8% | +6.5% |
| 6M | +55.0% | -27.7% | +82.8% | +55.5% |
| YTD | +105.3% | -10.5% | +115.8% | +101.1% |
| 1Y | +91.4% | +12.5% | +78.9% | +82.6% |
| 3Y | +84.6% | +153.8% | -69.2% | +55.8% |
| 5Y | +191.7% | +288.0% | -96.3% | +127.2% |
| All | +68.7% | +899.8% | -831.1% | +14.6% |
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 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