+82.0%
USO vs FTI
+305.3%
-223.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.6% |
| 7D | +9.1% | -4.4% | +13.5% | +10.8% |
| 30D | +21.7% | +1.5% | +20.2% | +20.8% |
| 3M | +20.2% | +8.2% | +12.0% | +16.7% |
| 6M | +43.4% | +18.8% | +24.5% | +33.9% |
| YTD | +124.0% | +71.7% | +52.3% | +81.3% |
| 1Y | +112.2% | +90.0% | +22.1% | +64.9% |
| 3Y | +97.7% | +270.5% | -172.8% | +16.2% |
| 5Y | +217.4% | +1,084.5% | -867.1% | +14.0% |
| All | +82.0% | +305.3% | -223.3% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling