+159.6%
USO vs FND
-63.9%
+223.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.6% |
| 7D | -1.9% | -6.8% | +4.9% | -2.6% |
| 30D | -5.2% | +8.0% | -13.2% | -4.3% |
| 3M | +16.4% | -18.9% | +35.4% | +14.9% |
| 6M | +2.5% | +4.7% | -2.2% | +3.3% |
| YTD | +110.5% | -21.6% | +132.1% | +111.3% |
| 1Y | +108.4% | -22.0% | +130.4% | +109.2% |
| 3Y | +99.6% | -40.4% | +140.1% | +99.9% |
| All | +159.6% | -63.9% | +223.5% | +179.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling