-11.1%
USO vs FTAI
+2,588.5%
-2,599.6%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +3.6% | +3.9% | -0.3% | +3.0% |
| 30D | +23.8% | -8.8% | +32.6% | +25.0% |
| 3M | +8.1% | -14.5% | +22.5% | +9.1% |
| 6M | +34.3% | -24.0% | +58.3% | +34.8% |
| YTD | +111.1% | +0.5% | +110.7% | +99.8% |
| 1Y | +99.9% | +19.1% | +80.8% | +81.8% |
| 3Y | +86.5% | +460.7% | -374.2% | +5.6% |
| 5Y | +200.5% | +947.3% | -746.8% | +35.5% |
| 10Y | +66.5% | +3,244.4% | -3,177.8% | -51.2% |
| All | -11.1% | +2,588.5% | -2,599.6% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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