+91.4%
USO vs FTI
+274.9%
-183.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.9% |
| 7D | +6.2% | -2.3% | +8.6% | +7.2% |
| 30D | +19.1% | +5.0% | +14.1% | +16.6% |
| 3M | +14.2% | +13.8% | +0.4% | +8.4% |
| 6M | +43.7% | +22.9% | +20.9% | +32.4% |
| YTD | +116.8% | +75.0% | +41.9% | +71.9% |
| 1Y | +104.3% | +96.9% | +7.5% | +53.8% |
| All | +91.4% | +274.9% | -183.6% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling