+85.1%
USO vs FPS
+20.6%
+64.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.5% | +0.4% |
| 7D | +9.5% | +3.1% | +6.3% | +10.2% |
| 30D | +23.6% | -18.6% | +42.1% | +18.8% |
| 3M | +3.8% | -51.5% | +55.3% | -9.0% |
| 6M | +55.0% | -8.5% | +63.6% | +73.5% |
| All | +85.1% | +20.6% | +64.5% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling