+53.5%
USO vs FOXA
+90.3%
-36.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +2.9% |
| 7D | +3.6% | -0.6% | +4.2% | +3.7% |
| 30D | +23.8% | +2.3% | +21.5% | +22.9% |
| 3M | +8.1% | -2.8% | +10.9% | +8.0% |
| 6M | +34.3% | +9.6% | +24.7% | +30.4% |
| YTD | +111.1% | -9.9% | +121.0% | +113.6% |
| 1Y | +99.9% | +5.4% | +94.6% | +94.8% |
| 3Y | +86.5% | +115.3% | -28.8% | +52.2% |
| 5Y | +200.5% | +93.1% | +107.5% | +148.1% |
| All | +53.5% | +90.3% | -36.8% | +22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling