+197.1%
USO vs FRSH
-72.4%
+269.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +2.7% |
| 7D | +6.2% | -9.6% | +15.8% | +6.5% |
| 30D | +19.1% | -0.4% | +19.5% | +19.1% |
| 3M | +14.2% | +27.2% | -13.0% | +13.2% |
| 6M | +43.7% | +42.2% | +1.6% | +41.7% |
| YTD | +116.8% | -2.6% | +119.5% | +116.2% |
| 1Y | +104.3% | -10.2% | +114.5% | +104.3% |
| 3Y | +91.5% | -45.5% | +137.1% | +93.1% |
| All | +197.1% | -72.4% | +269.5% | +212.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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