+99.7%
USO vs FRMI
-77.3%
+176.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +11.5% | -8.7% | +3.4% |
| 7D | +3.6% | +23.3% | -19.8% | +4.7% |
| 30D | +23.8% | -7.6% | +31.4% | +23.7% |
| 3M | +8.1% | +0.2% | +7.9% | +9.3% |
| 6M | +34.3% | -28.7% | +63.0% | +35.4% |
| YTD | +111.1% | -28.6% | +139.8% | +112.8% |
| All | +99.7% | -77.3% | +176.9% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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