-48.0%
USO vs FN
+2,575.5%
-2,623.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -14.2% | +16.2% | +3.0% |
| 7D | -11.9% | -16.0% | +4.1% | -10.9% |
| 30D | +2.3% | -40.1% | +42.4% | +5.8% |
| 3M | +29.0% | -43.9% | +72.9% | +33.5% |
| 6M | +2.8% | -55.6% | +58.4% | +7.7% |
| YTD | +114.3% | -35.7% | +150.0% | +113.3% |
| 1Y | +108.7% | -39.8% | +148.5% | +108.5% |
| 3Y | +98.0% | +80.3% | +17.7% | +68.7% |
| 5Y | +162.1% | +143.3% | +18.8% | +110.2% |
| 10Y | +85.6% | +682.3% | -596.7% | +24.4% |
| All | -48.0% | +2,575.5% | -2,623.6% | -69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling