+89.1%
USO vs FND
+56.5%
+32.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.2% |
| 7D | +9.1% | -5.8% | +14.9% | +9.4% |
| 30D | +21.7% | -20.2% | +41.9% | +22.8% |
| 3M | +20.2% | -12.0% | +32.2% | +20.4% |
| 6M | +43.4% | -18.5% | +61.9% | +43.8% |
| YTD | +124.0% | -22.3% | +146.2% | +125.0% |
| 1Y | +112.2% | -47.6% | +159.8% | +121.1% |
| 3Y | +97.7% | -49.8% | +147.4% | +102.1% |
| 5Y | +217.4% | -63.0% | +280.4% | +230.3% |
| All | +89.1% | +56.5% | +32.6% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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