+160.0%
USO vs FN
+170.4%
-10.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.7% | -11.5% | +0.3% |
| 7D | -12.1% | 0.0% | -12.0% | -12.0% |
| 30D | +3.1% | -34.3% | +37.4% | +2.4% |
| 3M | +24.9% | -39.9% | +64.7% | +24.2% |
| 6M | +10.8% | -51.8% | +62.6% | +10.4% |
| YTD | +114.6% | -28.1% | +142.7% | +112.0% |
| 1Y | +109.4% | -29.1% | +138.5% | +106.8% |
| 3Y | +98.1% | +102.4% | -4.3% | +84.2% |
| All | +160.0% | +170.4% | -10.4% | +144.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling