+213.1%
USO vs FOXA
+93.7%
+119.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.4% |
| 7D | +9.1% | +0.8% | +8.3% | +9.0% |
| 30D | +21.7% | +5.0% | +16.6% | +20.5% |
| 3M | +20.2% | -3.0% | +23.3% | +20.5% |
| 6M | +43.4% | +14.8% | +28.6% | +39.0% |
| YTD | +124.0% | -8.9% | +132.9% | +125.6% |
| 1Y | +112.2% | +13.3% | +98.9% | +105.4% |
| 3Y | +97.7% | +115.4% | -17.8% | +67.3% |
| All | +213.1% | +93.7% | +119.4% | +156.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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