+73.3%
USO vs FND
+66.0%
+7.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.2% |
| 7D | +9.5% | -5.2% | +14.7% | +9.7% |
| 30D | +23.6% | -19.9% | +43.4% | +24.7% |
| 3M | +3.8% | +2.7% | +1.1% | +3.0% |
| 6M | +55.0% | -21.7% | +76.7% | +56.5% |
| YTD | +105.3% | -17.5% | +122.8% | +105.7% |
| 1Y | +91.4% | -39.3% | +130.7% | +97.0% |
| 3Y | +84.6% | -49.8% | +134.3% | +89.6% |
| 5Y | +191.7% | -60.1% | +251.8% | +202.0% |
| All | +73.3% | +66.0% | +7.2% | +47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling